It's deprecated in the next release not this one, and it will be around for years to come. People will google and find the old way documented and have to read up on the difference, adding to the cognitivie baggage of git.
Regardless, my point is the interface is horrible and this is just adding to the patchwork. Why not add --track semantics or unify these flags?
--set-upstream is deprecated in this release.
Deprecated, but not removed yet. It "may be removed in a
relatively distant future"
This is what deprecated means. You can't just remove an API that's existed for years and scripts may depend on without giving them time to adapt. This shows a warning when it's used so it's clear which scripts should be changed.