Not sure if this discussion have been brought up already but it would be nice if the gear tagged in tab I, II, III, IV and V would should up on the gear itself, so you know if a piece of equipment belongs to particular set in the armory.
Gear shifts around and never goes back in the same spot and its a pain to keep track which gear belongs to which tabs, especially if you are using all the tabs.
The armoury swaps pieces out in-situ. Literally takes out the piece you want to wear from the stash and puts the one you were wearing in it's place. The only things this doesn't apply to are gems, which get dropped into your inventory.
So, as long as you group your sets together, you'll easily be able to find them. But yeah, it would be nice if items in the stash had a visual flag on them to say which armoury slot they are registered to.