1. You don't need proofs to complete a MS set. They are two completely different strikes and sets, although there are sets that contain both.
2. There are probably 50 iterations of silver eagle registry sets on this site alone. MS, PF , burnished, complete, complete with special labels, etc.
3. In nearly all cases, especially if you are new, it is cheaper to purchase an already graded coin than to submit one yourself.
4. The 94 proof was for a long time considered the key date proof (other than the 1995 and perhaps a couple of the recent releases). The price is going to be higher.
5. Not sure where you are looking, but the 2021 PF70 proofs I see listed on ebay are predominately listed in the low to mid $200's.
Keep in mind also, for the 2021, the hype (and therefore prices) are probably the highest they will be right now.