I've seen theorizing that it'll tie into some reveal regarding them in the endgame which I could see happening

But even if that is the case, Setsu in the anime is so thoroughly disconnected from their game characterization I doubt it'll end up working all that well

Like what the fuck do you MEAN Setsu's out of the question you spent more time trying to kill yourself to get out of the loop than you spent trying to get their help

But the anime itself completely butchers their characterization and writes them out at every single opportunity

I get wanting to let Yuri shine on their own and not just have them led around by Setsu but there were so many ways they could have done that and they chose the worst possible one