What happens when I sell just one item from a set?

You're allowed to — sometimes a single car is worth more on its own — but the app will warn you first, because it changes the set.

The "break up the set" warning

When you list an individual member of a tracked set for sale or trade, you'll see a heads-up that you're about to break up the set. If you confirm, that piece is listed on its own and the set is no longer complete.

Selling the whole set instead

If you want to move the entire set together, do that from My Sets rather than piece-by-piece. Listing the set cascades the for-sale (or for-trade) status and asking price down to its member pieces automatically — except any member you've deliberately pinned to a different status, or already marked Sold.

See How do I sell a whole set? and How do I list a piece for sale?