I used to have some matching sets, mainly the very nice stuff for going out. The main problem I found with matching sets is that they often don't go well with the outer clothes. If I am wearing dark pants with a light top I often would need to wear dark undies with a light bra. Also depending on the cut of the top or bottoms, the bra or undies would need to be picked to suit it. Bra that would go under a low cut top or undies that had minimal vpl.