Autocad Sheet Sets refuse to plot. The plot file log shows the sheet set has no printer or page size selected.
I had this problem for a month and couldn't find the solution anywhere, so I'm posting the answer here.
Whatever drawings you are making the sheet set out of, the layout page setup needs to have the "plot area" set to "layout". Plot area is in the same window that you choose your page size, plotter, etc.
Side note: I really wish Autocad explicitly said to use layout somewhere. I admit I might have missed it, since I didn't really know what the problem was, but it was so frustrating to be unable to print, and never receive an error message or hint as to why.