It's really just the level cap dungeons that have this problem. In leveling dungeons, if you do it via duty finder (whether by roulette or by specifically queuing for that dungeon), you automatically get one piece of loot for your queued role at the end, in addition to whatever dropped during the run. It's random, but each piece is unique, so as long as you're not selling off pieces between runs, you'll get the full set within a few runs. Unfortunately, SE hasn't implemented this system in the Level 50/60/70 roulette dungeons, or in the 80 or Expert dungeons.