It appears so. Looking at the code it looks like set definition files currently do not handle the visible setting at all, so you would have to make them hidden after you import them. If you are copying sets from an old course you can do this directly at the database level and all settings will be preserved, but that approach is not for the faint of heart since there is great potential to mess up your course.
If you think that this is a valuable feature then you can submit a report at https://github.com/openwebwork/webwork2/issues in the hope that it will be included for the next version.
If you think that this is a valuable feature then you can submit a report at https://github.com/openwebwork/webwork2/issues in the hope that it will be included for the next version.