I was given to understand that the standard convention was for setters not to return anything. However, the NIO.2 API has a few methods like setOwner, setLastModifiedTime and setAttribute that return Path instances. Are these methods not true setters, or else do not all setters have to have void return types?
A setter is usually used as an accessor method to change the state of an object. As Kayaman mentioned it can be useful to return the object itself to create a fluent api instead of void - see it as syntactical sugar, when working with these objects.
Nevertheless, in the NIO case, it is a static method of the class "Files" that changes the state of the Path that is given as first argument - so in this case it's no accessor but a "normal" method that has "set" in its name.