The most common and most likely answer to this crossword clue is the 9 letter word IN-GROUPS
I've seen this crossword clue in The Times
I
N
-
G
R
O
U
P
S
Buddy explains!
The straight part
We know that "Exclusive sets" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case exclusive sets = in-groups.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does IN-GROUPS mean?
IN-GROUPS noun- The social group that one belongs to.
- In cladistics, the monophyletic group that includes all taxa of interest to the current study.
- To form an ingroup.