Craft 3 setPasswordPath config not working for front end users
If you really want to change the password action url (not the password path) you can only do that in your Twig template and use the |replace('actions/users/set-password', 'account/set-password') filter.

The action url is hard coded in PHP and I would suggest you not to change it unless you know what you are doing. It would by default route to an action that does several important things and then redirects to the passwordPath.

So when you replace the route you should include the logic into your custom controller or create a site url rule to the default action