More sensibility offenders:

>>> s = {fractions.Fraction(17,1), decimal.Decimal(17)}
>>> s-{17}
set()

Removing one thing removes two.

>>> s.remove(17)
>>> 17 in s
True

Removing something leaves it there.

>>> s
{Fraction(17, 1)} # random choice

Removing one thing and subtracting the set with that one thing give
different results.

>>> s = {decimal.Decimal(17), fractions.Fraction(17,1)}
>>> s.remove(17)
>>> s
{Decimal('17')}

The behavior of 'set' s depends on the order items are added.

> Facundo's suggested code:

    if isinstance(other, float) and int(other)==other:
        other = int(other)

would be more efficient, I assume as

    if isinstance(other,float):
        ifloat = int(other)
        if other == ifloat:
            other = ifloat

or if the CAPI has an efficient 'float_isint' function that accesses the
bits of a float, as the C equivalent of 

    if isinstance(other, float) and float_isint(other):
        other = int(other)

I remember float-Decimal comparison being rejected/deferred in part for
being problematical for fractional values.  That is why I suggested
implementing it, at least for the present, for integral floats (and
Fractions) only, which are relatively easy to detect.