"The brother of Osiris (the god who brought civilization to Egypt), Set was a god of storms in Upper Egypt. Set became jealous of Osiris and worked unceasingly to destroy him. Through trickery, Set trapped Osiris in a coffin that was hidden in the Middle East. When Isis recovered the barely living Osiris, an enraged Set killed him and cut him into pieces that were scattered. His actions turned most of the other gods against him, but he felt his power was unassailable. Horus, the son of Isis and Osiris, eventually killed Set, and Set became identified as a god of evil.
Set is associated closely with animals such as the dog, crocodile and scorpion. He is the god of chaos, the desert, and foreign lands. In the Book of the Dead, Set is called "Lord of the Northern Sky" and is held responsible for storms and cloudy weather. The tale of the long conflict between Set and Horus is seen by some as a representation of a long struggle between cults in Egypt. The winning cult may have portrayed the god of the enemy’s cult the evil one."
As per an interview with designer Greg Street "While it might seem strange for Set to choose Horus, we thought it even stranger for Set to choose Osiris (the final fourth-age Egyptian minor god). 'Horus' is a catchall name for an amalgam of Egyptian deities, so just assume that in your game, Set managed to get Horus on his side."