I find set_color --print-colors very handy to get a quick color overview for the current terminal theme I'm using.
I would be even more handy if when I do set_color --print-colors --italics, that output also comes in italic mode.
The same for --bold, --dim, --underline, --reverse, --background.
In other words, the other options could also be taken into account when using --print-colors.