Yes, that's how it starts, occasionally breaking out a mint set coin or freeing a proof from it's capsule to fill an album hole. Been there, done that. Next you'll be cracking open certified slabs.
I have the entire series via mint, proof, and uncirculated sets, and I am attempting to put together a "from circulation" collection in a Whitman Classic, which is difficult due to the Prez dollars turning NIFC midway through the series run. Every once in a while I get a batch from the bank that has a couple NICFs that must have come from a bag or someone's broken-up mint sets.
Since I cannot see the mint mark on the edge when the coin is in the album, I decided to do proofs only. I usually buy proof sets, but not mint sets, so that helped the decision.
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