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There is no wait-free algorithm that solves k-set agreement among n ≥ k+1 processes in asynchronous systems where processes communicate using only registers. However, proofs of this result for k ≥ 2 are complicated and involve topological reasoning. To explain why such sophisticated arguments are necessary, Alistarh, Aspnes, Ellen, Gelashvili, and Zhu recently introduced extension-based proofs, which generalize valency arguments, and proved that there are no extension-based proofs of this result. In the synchronous message passing model, k-set agreement is solvable, but there is a lower bound of t rounds for any k-set agreement algorithm among n > kt processes when at most k processes can crash each round. The proof of this result for k ≥ 2 is also a complicated topological argument. We define a notion of extension-based proofs for this model and we show there are no extension-based proofs that t rounds are necessary for any k-set agreement algorithm among n = kt+1 processes, for k ≥ 2 and t > 2, when at most k processes can crash each round. In particular, our result shows that no valency argument can prove this lower bound.