The "returns" bit is accurate when referring to the in-place operator overloads (__ior__), so those lines may have been written referring to the overloads described on the same line (they shouldn't have been written that way, but that would explain why only the methods with in-place overload equivalents use the word "returns").

Either way, sets was deprecated in 2.6, largely pointless in every version but 2.3 (module added in 2.3, built-in set/frozenset types added 2.4), and gone in 3.0+ (and 2.7 is EOL within the year). Do we even do doc updates for stuff this dead?