default or selected kernelversion does not have config value CONFIG_NF_TABLES_SET.
Result is shown for kernelversion 6.7-rc3

Netfilter nf_tables set infrastructure

modulename: nf_tables_set.ko


Linux Kernel Configuration
└─>Networking support
└─>Networking options
└─>Network packet filtering framework (Netfilter)
└─>Core Netfilter Configuration
└─>Netfilter nf_tables set infrastructure
In linux kernel since version 4.2 (release Date: 2015-08-30)  
This option enables the nf_tables set infrastructure that allows to
look up for elements in a set and to build one-way mappings between
matchings and actions.

source code: