CiviMember price sets are depending on CiviContribute?
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Price sets are meant to create/interact with contributions which require CiviContribute to be enabled. Hence it makes sense that they only work if you have CiviContribute enbaled.

However it would make sense to not show any price set options in the UI as long as CiviContribute is enabled. You could create an issue for that on https://lab.civicrm.org/dev/core