Using the new freemarker output sheets you can export multiple equipmentsets, however the equipment listed in each set is identical - only the name of the set changes.
To illustrate I created a character with 3 equipment sets (equipsets.pcg). The character has 1 item, the equipment sets are Empty (no items added), Carried (item is carried) and Equipped (item is equipped). Exporting using equipmentset.xml.ftl with the corresponding equipment set selected in Inventory/Equipment I get
Empty.xml - no items in any equipment set.
Carried.xml - all equipment sets have item location as Carried.
Equipment.xml - all equipment sets have item location as Equipped.
i.e. in each case the equipment in the currently selected set is output for all sets.
OS - Linux
java version "1.8.0_112"
Java(TM) SE Runtime Environment (build 1.8.0_112-b15)
Java HotSpot(TM) Client VM (build 25.112-b15, mixed mode)