By default, new sets (and most existing ones) use the same tuning method as the concert. You can change the tuning for a set so that it uses a different tuning. When you change the tuning method for a set, the patches in the set use the set-level tuning unless you change the tuning at the patch level.
In the Set Inspector, click the Tuning tab.
Choose the tuning you want the set to use from the Method pop-up menu.