> if we have a class which inherits from both Set and int

This really seems like an invented problem rather than an actual problem.

> class A(collections.abc.Set, int): pass

Would anyone ever do this and be surprised the sets and ints don't combine perfectly?

If you must, add a footnote to the collections.abc entry for __ne__ noting that __ne__ is inherited.  Or you can restore the definition of Set.__ne__ that was present in 3.4.