Can I offer my suggestion here, if you are going to keep the set sealed, better to keep it sealed. It has value sealed and once opened it will decrease, now with a signature yes it can go up, but you have to be able to verify the signature with a COA. If you don't have one then you may find someone who will buy it but others may be reluctant because anyone can forge a signature.
If your goal is to sell it for money, keep it sealed unless you can get the verification. I'm not trying to discourage you from getting the signature and if the signature is for you then hell yes open it up, but if it is for resale that is one point to have in mind
---------- Post added at 04:03 PM ---------- Previous post was at 03:49 PM ----------
Also as someone whoo has gone to a lot of broadway plays the stars generally do prefer to sign tickets, posters, and playbills from the show they are in as that shows you went to see them for that and not for other items.
I remember I saw Alan Rickman (Hans Gruber, Professor Snape, etc..) in Seminar and after the show the security guard came out and said Mr Rickman will sign anything from the show but nothing else. He was very nice and even took photos but only signed items from the show