Dijkstra algo , Priority queue n set doubt

In video , bhaiya says that in priority queue , we dont have any option of updating the distance of any node . Isnt it the same case for sets also since we are removing and then reinserting the node with update distace. we could do the same thing for heap also , then why is set preferred?

heap and priority queue are the same thing!
they have the same working structure.

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