Use of SetupSet 'forgets' Method Setup

While I was experimenting to resolve a different situation with Moq, I attempted to use SetupSet to resolve. This uncovered another potential problem.

When I use SetupSet on a property along with a Setup on a Method, Moq seems to 'forget' that the Setup on the Method has been done.

Here is sample code, very simple:

public class Prancer
{

    public Prancer(bool pIsMale)
    {
        IsMale = pIsMale;
        ExecuteMe();
    }

    private bool _IsMale;
    public virtual bool IsMale
    {
        get { return this._IsMale; }
        private set { this._IsMale = value; }
    }

    private bool _Antlers;
    public virtual bool Antlers
    {
        get { return this._Antlers; }
        set
        {
            this._Antlers = value;
        }
    }

    public virtual void ExecuteMe()
    {
        throw new Exception("Why am I here?");
    }
}

Here are the unit tests:

public class PrancerTests
{
    [Fact]
    public void Antlers_NoSetup()
    {
        // Arrange

        // create mock of class under test
        var sut = new Mock<Prancer>(true) { CallBase = true };
        sut.Setup(x => x.ExecuteMe()); // nullify

        // Act
        sut.Object.Antlers = true;

        // Assert
        sut.VerifySet(x => x.Antlers = true);
    }

    [Fact]
    public void Antlers_SetupProperty()
    {
        // Arrange

        // create mock of class under test
        var sut = new Mock<Prancer>(true) { CallBase = true };
        sut.SetupProperty(x => x.Antlers, false);
        sut.Setup(x => x.ExecuteMe()); // nullify

        // Act
        sut.Object.Antlers = true;

        // Assert
        sut.VerifySet(x => x.Antlers = true);
    }

    [Fact]
    public void Antlers_SetupSet()
    {
        // Arrange

        // create mock of class under test
        var sut = new Mock<Prancer>(true) { CallBase = true };
        sut.SetupSet(x => x.Antlers = true);
        sut.Setup(x => x.ExecuteMe()); // nullify

        // Act
        sut.Object.Antlers = true;

        // Assert
        sut.VerifySet(x => x.Antlers = true);
    }

}

The unit test where I use SetupSet reports the Exception ("Why am I here?") thrown in method ExecuteMe() which proves that the method ExecuteMe() executed even when there was a Setup(x => x.ExecuteMe()) to prevent it. The other two unit tests pass (and apparently do not execute ExecuteMe()).

I even attempted to put a Callback on the Setup for ExecuteMe(), but same result. I also reversed the order (in code) of the Setup and SetupSet, to no avail.

Any thoughts why the SetupSet could have affected the method Setup?