Houssam, concatenation of Sets using #, cannot be faster than using #addAll:
because #, (concatenation) uses #addAll: to do its work.

  (Set with: 'a1') halt , (Set with: 'a2')

Step into the #, to see this.

> I can't see how I can decide between #addAll and #nextPutAll in case of
> sets?

As you previously mentioned, you cannot create a WriteStream on a Set. 
WriteStream only works with SequenceableCollections.  The #nextPutAll: example
(the last script) does not add anything to a Set.  It concatenates Arrays..

 - Chris