No - the coin is the coin. Doesn't matter if it's in a set, generally speaking.
Best way to store them is in a cool, dry, dark place. I would opt for the original mint containers versus an album, but the best way to store them is in third party grading slabs. Granted, the expense outweighs the value, but that is the most protective way, and if you don't plan to try profiting from them any time soon, there you go.