See, it does happen. And people with an eye for investments and a knowledge of the collecting world would realise such a set would be a good investment. But the appreciation rarely happens overnight, so you need the initial capital to invest, and also lots of storage. And time, years in general. Not decades, but a good 3-5 years of waiting.
I think it happens a lot more than people realize. I don’t think you can just go buy all themes or sets and expect 100+% return but if your selective you could subsidize your own collection addictions