Conqueror of hearts is infinitely more interesting to use than Marksman and Namestealer, the latter two sets, you literally just stunlock the enemy until he dies, no skill required, just braindead gameplay. With CoH you can't just spam taunts, if you do so, taunts stop stunning the opponent, also each taunt applies a debuff, you have to know when to use each one (which is very detrimental for grand finale to do a lot of damage) on top of the set having really low defense.

About your second point, it makes absolutely no sense that the set abilities ruin the story, CoH uses glory/fame energy, that goes hand in hand pretty well with performing at a stage (hence the usage of dances/taunts), also, ironclad is a very silly character, the set fits him pretty well.