I agree that set system is stupid and have no idea why it's even here. In beach volleyball there are sets, because they are in indoor volleyball. In 3x3 basketball are normal points, like 5x5 basketball. In hockey 5's are goals, in rugby sevens tries etc. But I disagree that loosing first set is so big psychological disadventage. In beach handball matches often ends with penalties, you noticed that yourself. So it's not that stressful like for example in football. It's like lose first set in beach volleyball. It's not end of the world. You only have to win a second one and then a tie-break.