Hi Bryan,
I'm not sure how you created the set, so it's hard to comment on what you might have done wrong - but my first guess would be that you've used a conditional somewhere that's based on a variable not a session value.
In my testing here it wasn't all that easy to create a button set at all - for a set of custom buttons on a form, so I've added a new feature in 5.21 (building now) which allows you to create custom button sets.
cheers
Bruce