Setting something somewhere is a deliberate act. To set our hearts to seek God means we choose to do this, and it has to be a daily choice, sometimes a minute-by-minute choice if it is a tough situation.
If we don't choose to set our hearts to seek God, we will be led astray. We will deceive ourselves. Maybe not at first, but it doesn't take long before something else influences us.
If we don't choose the influence it will be chosen for us.