After Barca's 4-1 win at Villarreal on Sunday night, president Josep Maria Bartomeu complained that all the decisions since the restart had gone Real Madrid's way, with Los Blancos having earlier beaten Athletic Club 1-0 thanks to a late penalty.
"I didn't hear the president, but he gave his opinion with respect," Setien said on Tuesday.
"There are situations that seem strange to us all, in terms of how the instrument is used. There are specific actions which are reviewed and others which are not.
"We have an extraordinary tool, but I don't think it's being used in a unified way. This should be cleared up, because it's disconcerting."
He added: "Then, everyone interprets it in their own way what is happening. If you look at some [actions], you need to look at the others. And if not, accept the referee's decision like we did before."
Asked if he thought Real Madrid could win LaLiga thanks to VAR, he said: "Sometimes the decisions favour one team or another. Sometimes they are right and other times they make mistakes.
"There's always a team that benefits and one that is hurt."