You can map the set like this for right:

val successes = originalSet.mapNotNull { it.orNull() }.toSet()

or if you want the lefts:

val failures = originalSet.mapNotNull { it.swap().orNull() }.toSet()

The final toSet() is optional if you want to keep it as a Set as mapNotNull is an extension function on Iterable and always returns a List

PS: No stupid questions :)

Update: It can be done avoiding nullables:

val successes = originalSet
  .map { it.toOption() }
  .filter { it is Some }
  .toSet()

We could potentially add Iterable<Option<A>>.filterSome and Iterable<Either<A, B>.mapAsOptions functions.

Update 2:

That last example returns a Set<Option<Success>>. If you want to unwrap the results without using null then one thing you can try is to fold the Set:

val successes = originalSet
  .fold(emptySet<Success>()) { acc, item -> 
    item.fold({ acc }, { acc + it })
  }

This last option (unintended pun) doesn't require the use of Option.