REF: Standardize coercion in set_data
See that after this, the way we are calling `self.set_data` is always with just `block.values` within the `set_atom_foo` methods (except for `set_atom_string`, which needs a small edit coming up in another PR).  Once set_atom_string joins the others, we can move these 7 calls to set_data up to just one place.