This is because Aggregators only work with BUNDLES, combining them into a ARRAY(s).
Your “Set Multiple Variables” only outputs a single bundle, and it is placed into an array as the first “item” as they are in a single bundle. You cannot create a collection with an Array Aggregator this way.
If you want to create a collection, try using the Parse JSON module instead.
Example Output
Hope this helps! Let me know if there are any further questions or issues.
— @samliew
P.S.: Did you know, the concepts of about 70% of questions asked on this forum are already covered in the Make Academy. Investing some effort into it will save you lots of time and frustration using Make later!