I know what you mean, and those sets annoy me because I know if I use them then it's going to be extra work to stop that light leakage issue.

What I do is construct a 'frame' around the set out of primitives to enclose everything in a box. Windows, doors, etc, that I want light to enter through need to be included in this frame so the primitives have to be sized and placed to accommodate any of those light-entrances. All of the frame is then set to pure black.

It works, but it's such a nuisance.