There are worse things than not catching sets.
I caught exactly two sets tonight.
Hand #1 I couldn't shake a guy off and he caught a river straight to beat me. Down 60BB because I could not believe he actually was chasing that piece of crap gutshot.
Hand #2 I couldn't shake a guy off and he caught a river flush to beat me. I didn't pay him off on the river but I'm sure that's what he had. Down 40BB.
Total with two sets: down one buy-in. URK.