Depends. Not right away from Level 1 if it insta-spawns in my inventory, no, it's ridiculous that you're barely a Joe nobody yet and already in your shiniest blings. I definitely like the aesthetics of the weapons and the flames effect around them though, so I'd like to use them later in the game, when my PC is more established as ~Le Inquisitor~ (if the pieces aren't too underlevelled by then). Ideally I'd like the set to first spawn inside Skyhold, so you only get your hands on it when it's fit to use.
I really want to explore the crafting most of all though, see what we can come up with from the parts we find. I'm more curious about the armors and weapons we can craft than the ready-made sets we may find. In Amalur, for example, even the rarest and strongest armor sets had nothing on the stuff I could craft myself towards endgame. The unique sets were prettier than my crafted ones, but crafting was such a fun game element that I ended up preferring it over aesthetics.
I mainly bought Deluxe for the soundtrack, the tacky dragon skull and the zombie unicorn to be honest, so even if the Flames set gets underlevelled fast, it's no biggie. I have an undead horse with a sword through its skull chilling out in my stables, no regrets.