This might seem like one of those distinctions that isn't a distinction, but I'd put it a little differently. I don't think it's that he didn't intend them to be played as sets, but that he didn't intend them necessarily
to be played as sets. I think he certainly didn't intend that they shouldn't be played as sets.
But be that as it may
here's my main
answer, at least for the Etudes and to some extent for the Preludes as well. Most people seem to assume that the Etudes are (of course) studies in playing the piano. I think Chopin viewed them at least equally, and I'd guess more so, as compositional studies -- demonstrations of composing great music involving and displaying specific challenges, sometimes technical but sometimes not exactly, but so emphatically musical and creative that playing and understanding the pieces well involves far more than the 'etud-ish' challenges.
If Chopin viewed them so, then I think it's close to axiomatic that he'd view the ordering of the pieces as part of the compositional challenge, and actually part of the inspiration and concept of each next piece. Or maybe it's clearer if we put it the second part as sort of a double-negative: if indeed he viewed the pieces as I'm saying, he obviously wouldn't
have then ordered them randomly or haphazardly, because if a great and brilliant composer (or any other kind of creator or artist) is approaching the units of a set creatively and artistically, he's absolutely not going to forget about creativity and artistry in how he orders them.