Define alias with OptionalComponents, where componentE depends on non-existing component. This should not prevent installing alias set2. Full example attached
<Alias>
<Name>set2</Name>
<DisplayName>Component Set 2</DisplayName>
<Description>Alias for components D, and E</Description>
<Version>1.0.0</Version>
<Virtual>false</Virtual>
<OptionalComponents>componentD,componentE</OptionalComponents>
</Alias>