Building anything in uneven terrain (even terrain even
) has always been very problematic.
The base for all building pieces is the same, and follows the same rules. But as stated, they are not sets until the 2rd or 3rd time they are featured in the Bazaar. The lost dungeon set was missing stuff if you tried to build it, and now it has the set to build it correctly. The Yurt set also came incomplete to be completed later.
About the DLC era, that was another thing entirely. Little to do with the Bazaar scheme of things.