But if I stick a thumb drive in a matchbox and post it to you, I'm safe. Right?

Hmm... but it still doesn't look like a set. So maybe three or four tiny thumb drives or SD cards, colour coded and numbered, all squeezed into a matchbox. That would do it. Maybe I could start a trend.
(Slightly) More seriously. I've never been a fan of omnibus editions. In paper they were too heavy for comfortable reading, and in ebooks you normally miss out on the (hopefully) nice glossy covers for each. And I while I do own a couple of box sets of paper books, I'm not a big fan of those either; the boxes just make it awkward to get the books in and out, and they don't look right on the shelf.