The Aegis Warp Core doesn't have to be Part of the set, just in the Theme of the set, like the Assimilated Module (see below) was in theme with the Borg set before it became part of a set. They can add it to or make it part of a set at a later date in the same way.
Adding cores to already existing and purchased sets is an awful idea. Thrilled they've been smart enough to avoid it.
Adding cores means that we have more options for interesting bonuses (since set gear doesn't generally follow the generic modifiers of normal gear), and it also gives us more options to get set bonuses, so for instance we could fit a 3-set bonus and still afford to stick a fleet shield on our ships, or have two different 2-set bonuses.