bla0815: I have not collected too many sets in MotBW as of yet, but i at least observed the follwing 3 part boni: Regen from the Basilisk set, Party Hit Points from the Hero set and Morale from the Valor set. Didn't specifically watch out for it though, so i'm not sure whether the Valor set increased hit points, or if other boni were missing.
I think, if there are set boni missing it can considered a bug/missing feature and will be fixed at some point.
Otherwise i would miss them quite a lot. It was part of the optimization fun to decide whether to ditch a set bonus for getting the better stand alone gear or maybe use the better gear on another hero, who doesn't need it as much, but keep the set etc.
For me, one of the most important bonuses was +1 speed gained with most heavy armorsets. This was important because most heavy breastplates caused a -1 speed, which then you gained back if you completed the set. At least for me, +1 speed is
huge! Also, the completed Basilisk armorset gives you a +5 regeneration - partially completed gives +2, if I recall correctly. That's pretty neat as well.