I just spent an extended period in a traditional house in Japan. The futon, quilt and pillow were stacked in the corner on the reed mats each morning. The was also a modern Japanese product of high density foam which folded out to go under the futon.
The homeowner had an artful mix of drill covers for the futons, thick cotton covers for the quilts and soft linen covers for the pillows.
I think most of the covers were from Muji.
You’d be probably better off buying a quality futon, a quilt and a comfortable pillow rather than a set - I didn’t see anyone using sets like these and the pillow looks a bit hard to me.