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Set Pieces cause serious bugs. If you happen to save on top of default, then your entire squad will experience glitches like all players having #10 shirts and looking alike, your custom tactics getting screwed up, etc.
You can hope to use custom set pieces from FIFA 13 onwards, provided EA does test it extensively before releasing a half-assed game.
"Take your best shot, Flatlander woman". JC Denton.