I agree. To my mind, if I say 'I was ready to go outside', it means I was ready and prepared, but not about to do so - I was probably sitting at the table waiting for my wife to hurry up. But if I say 'I was set to go outside', I was literally about to open the door, and step out. But that is a very tiny distinction, in practice you will be understood whichever you use.

Well, we use "Ready, set, go!" to start a race. :) For the nuance, I'd say that "ready" is closer in meaning to "prepared", whereas "set" literally means "in position".