He means, that for achieving best builds you can't use only mods given to you by sets. You need to keep a mod from one set, enhancement from 2nd, and armoring from something else, as sometimes the stats on some mods are totally useless or could be substituted for something else.
That applies though only if u have more sets of the same value right? Won't replace 69 mod with 63 mod just because it has stat u need, right? Just asking, I don't know what's usual.