A player is not required to remember which Set card is which. However, Rulebook 2.0 would codify the Memory Ceiling Rule : after three turns, a Set card’s identity becomes presumed public if it was previously revealed. This addresses the infamous "Solemn Judgment vs. bluff" dilemma.
Prior to this, Master Rule 4 (introduced with Link Monsters in 2017) forced every Extra Deck monster (Fusion, Synchro, Xyz, and Pendulum) to be summoned to a Link Arrow zone. It was controversial. Master Rule 5 (aka Rulebook 2.0) changed everything: