[jeffn1]

It seems like if I play songs from a set list, the songs do not show up under the "Recent" filter.  Instead, the set list shows up.

I hadn't noticed this - seems it only occurs when you 'Load All' a setlist.  Selecting individual charts from within a setlist behaves as you would expect.
That said, I think you're right and it might make more sense if the individual charts showed up in the 'Recent' tab as you cycled through a setlist.
OTOH, I suppose one could also argue that a setlist is, by definition, a set of charts in a specific order and there is little purpose in displaying them again as 'Recent', since the whole point of a setlist is to display and play those charts to completion of the set.
It probably depends on how difficult it might be to implement such a change, before considering if it is really needed.

I don't think this happens when you "load all".  I think that I don't use "load all".

If I am practicing songs from a setlist (not using load all) and then go to Recent, those songs do not show up.

I guess the reason I would prefer the songs to show up, is I know I recently went through a few songs that I want to play around with now (whether through a set list or whatever).  So, I figure the easiest thing would be to go to recent songs.  But, then I noticed it did not include songs loaded from a set list.

Anyway, it's minor point/suggestion.  But, I figured I would mention it (yep, if its difficult to implement, don't bother).