In the DWG and DWF Export User interface, you can create and manage View and Sheet sets you want to export.
But in the printing UI, you have a different dialog (1) as in the DWG and DWF UI.
In the Print dialog box, you can't create a new set only save an existing one as a new one.
You also don't have the "Show in List" option here.
It would be nice if the manage sets dialog box (2) is the same in the Export and print UI's.
