There was a thread about this not that long ago. It’s working as they want it to, apparently. The only thing you can really do is just complete that first quest so that it doesn’t keep auto-popping. What you can also do though, is make a post over in Quests or use the suggestion interface to try and get more attention brought to it that it should trigger something on your account to stop the auto-accept quest on subsequent characters once a set is earned.
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