Related situation: You play Gear, setting aside zero cards. Gear will normally be discarded next clean-up. But then you play RC, replaying Gear, this time setting aside one or more cards. What happens? Probably Gear gets modified to stay out after all. Does RC also stay out? It did set up a future effect, but there's only one total future effect, and Gear will (presumably) be tracking that.
Related question: Suppose you play TR-Gear and set aside cards only on one play. Is there a difference between setting cards aside on the first play vs. on the second play?
Or, just to muddy the waters even further, if you play TR-Gear and set aside one card per play you have two set-aside cards which can be resolved according to the text of a single Gear card.
Does the TR really need to stay out in order to keep track of this?
Actually, for that matter, if you play TR-Gear and set aside all four cards, you don't really need the TR to tell you what the set-aside cards are set-aside for.
From a purely tracking point-of-view, just leaving out the Gear card should cover it.
I mean, it makes sense to leave out the TR when you play it on, say, a Wharf.
You absolutely need it there to remind you that you draw four extra cards and get two extra buys on your next turn, from a purely practical standpoint.
Gear doesn't have a duplicated effect to keep track of at the beginning of your next turn, you simply take into hand however many cards you set aside.
So, why would you ever need to leave out the TR for Gear?