Yeah, I would have thought that results like: https://www.scottaaronson.com/blog/?p=2725 show that set theory isn't the end all be all of mathematics.
http://cantorsattic.info/L_of_V_lambda%2B1
Perhaps simply because it is older, set theory is way ahead of its competitors in developing a hierarchy of extremely strong (but apparently consistent) axioms to supplement its base theory ZFC.