Welcome to the community! I agree with both of your comments.
Concerning the first one, I didn’t find any trace of Feature request with a similar subject, so I leave it to you to propose one in the appropriate section if you wish.
And concerning the second point, as far as I know, you can create a Set that list all your sets, or an object including other objects.
But maybe you are frustrated by the fact that Sets are limited to a single Type? It seems that at some point they could be displayed by Relations, but in any case this limitation frustrates me a lot too.
There is this topic about it:
But no features request has been properly proposed to my knowledge.
I would definitely vote for these two requests!