Neither am I. I just feel like it's not true that applicability is ignored. In fact I feel like books that demonstrate applicability are far more numerous than the theoretical ones.
Set theory for example (since you mentioned it) is introduced in many probability books in an applicable fashion since probability is concerned with events which can be modeled as sets of outcomes. So while you might not find a book directly on "set theory applicability in the real world" you can find many introductions to it in a particular domain which are applicable.
Set theory for example (since you mentioned it) is introduced in many probability books in an applicable fashion since probability is concerned with events which can be modeled as sets of outcomes. So while you might not find a book directly on "set theory applicability in the real world" you can find many introductions to it in a particular domain which are applicable.