I have set up a destination Records Library with a content organizer and enabled document sets for this site. I have also associated document sets with both the drop off library and the record library.
On the source site I have enabled document sets.
In Central Admin I have configured the send-to connection pointing at the content organizer.
In the source site if I upload a single document I can use the "Send to" menu which sends the document to the content organizer in the destination site. The same menu is disabled when a document set is selected.
What may I have missed? This should be possible, as mentioned in the Introduction to Document Sets article by Microsoft.