Uhm... no... "not set" means, that you haven't used any tracking ID when generating your hoplink.
Try to generate a hoplink from marketplace. Do you see that option to insert tracking ID there? That's what that "not set" means.
If you wrote there let's say "bluewidgets" then instead of "not set" you would see "bluewidgets".
This option is there for people, who promote the same product from multiple sources. Let's say one from facebook, then youtube video, then website, so that they can know, where from did that click come.
If you don't want to see that "not set" stuff, then just on the left panel in your analytics, click "sort by vendor" and you will see the product, instead of your tracking ID.