The short answer is that sorted sets are backed directly by the set, unlike lists where you are working with, essentially, pointers. Changes to the underlying list changes the pointers (indexes) making holding views of the list for long problemactic. Since a set is sorted and it's a set, you are pointing at specific objects at the range boundry. This means that the references can't become invalid if an insertion or deletion occurs within the range while you hold the view.
More technically, the definition of range in this context:
A range, sometimes known as an interval, is a convex (contiguous) portion of a particular domain. Convexity means that for any a <= b <= c, range.contains(a) && range.contains(c) implies that range.contains(b). Ranges may extend to infinity; for example, the range "x > 3" contains arbitrarily large values -- or may be finitely constrained, for example "2 <= x < 5".