The 'Get Link' feature does not currently support Document Sets in ProjectWise Explorer 2023 or ProjectWise Explorer 2024. This has been raised as a limitation when sharing links to document sets, while working on projects.
The 'Get Link' feature works for document sets for Bentley cloud projects but not in ProjectWise Explorer. (As a workaround, the 'Copy URN' feature can be used).
Please consider enabling the 'Get Link' feature for document sets in future updates of ProjectWise Explorer.
Again like some other ideas this also seems to be basic functionality that should transfer over rather than having to point it out.