I've just noticed that some plugins belong to a set, e.g. Open University.
Is this something that plugin developers can create ourselves, and if so, how?
Is this something that plugin developers can create ourselves
No, only Plugins directory curators are able to do that. If you have couple of plugins you would like to group together this way (such as all your "￼Microsoft Word File" plugins), please create a new MDLSITE task for us (component moodle.org/plugins) and put the required set name, description and the list of plugins to be put into the set.
That's because you incorrectly created a MDL issue - which is used for a bug of feature request in the Moodle software.
You should have created a MDLSITE issue like David said.
I moved it.