u/frstbasmn13 was referring to the four volume set versus the five volume set, not the story arc-based eleven volume set. You're definitely correct about the eleven volume set compared to the four volume set.

It's all very confusing since the series has been published in various forms, but u/frstbasmn13, you can see this summary of what's included between those two sets (assuming that Amazon doesn't eventually break this up into two separate lists like it should - absolutely DO NOT click the "buy series" button here, since you'll essentially get everything twice). They both collect the series into publication order and largely only differ in where they print the bonus material. I don't think there's any other major difference between them. If you do the math, they both come out to roughly $80 USD at the time I write this.

If you don't know how much you'd like the series, maybe start with the cheaper Deluxe Book One, and then get the rest if you enjoy it. Alternatively, first dip your toes into the series via your local library (since many carry it physically and/or electronically), and then purchase what you want after that.