I dunno, I mean breaking it up is going to help you supply people with that very last deed that they need, usually castle, keep, or thatched roof. If you can only get 5k for the common ones then they really aren't worth squat. So that leaves the four big ones, and a bunch of commons and a few uncommon in the set, and even the uncommon ones won't go for much unless they are a villa or a sandstone I think. They won't go for poop on Baja anyways.
Set collectors will pay more for that last whatever that they need to complete a set. Tho you can sell a whole set and inflate the value a bit just to account for the time it took to aquire all the items. Eh maybe it all ends up the same way.