In order to be a functor, you need `fmap (f . g) == fmap f . fmap g`.
The problem is that some functions (for instance, Data.Set.showTree) can produce different results for two values that compare equal.
For instance, imagine we have a set containing (only) the lists `[1,2]` and `[2,1]`; let's call it s. How many elements are in `fmap (Data.Set.showTree . Data.Set.fromList) s`? Two, because the result of fromList winds up being order dependent in the structure of the internal tree, even though both Sets represent the same set of values. On the other hand, how many elements in `fmap showTree . fmap fromList`? Just one, because the Set has a chance to "see" the output of fromList and notice that they are equal according to Eq.
Does this violation of the functor laws matter? Maybe; likely not; it depends on your use case.
But mathematically it means that the thing we are working with is not a functor, and so the thing we are working with is also not a monad (as all monads are functors).