FIM 2010 R2 Portal: Cannot add a Set to a Set

I discovered something new today. If you add a set to a set, nothing happens wrt authorization. I wanted to give authorization to a group of people to the FIM Portal. I created an SG, then created a set, synced the SG to the Set. Then added the Set to another Set which has Admin level access to User, group and Computer object in the FIM Portal. No change to the User rights, they couldn’t make admin requests or see Admin tabs. So I had to add them direct to the Set.

I ended up renaming the Admin set to match the SG so that they could be synced.