Using the set screws is but one of 3 suggested ways to mount the brackets. The other two suggested ways are to 1) weld the brackets on the frame and 2) drill through the frame and bolt them on.
We're over thinking this thing. To me, common sense says that a dimple that is drilled into the frame is better than no dimple. With out drilling a dimple, one is betting on the small fine point of the set screw making enough of a dimple on it's on in the metal frame from the heavy torquing needed.
With drilling a dimple, the point on the set screw has a much larger, deeper dimple to set itself into.