IN with functions as subqueries

SFpug-

I occasionally want to form a condition like "fk in (<set of pks>)", in
which the set of pks is generated by a function. I serendipitously
discovered how to make this work, but I don't like serendipity (er, I do
like it, but it's difficult to rely on). I'm hoping that someone has a
cogent explanation of what I discovered.

Obviously, I can hard code set values, such as:
select * from tbl where fk in (1,2,4);

Extending this, I wrote a function to return the set:
rkh(at)csb-dev=> create function test_set() returns setof integer
language sql as $_$ select 1 union select 2 union select 4 $_$;
CREATE FUNCTION

Now let's use it:
rkh(at)csb-dev=> select 4 in (test_set());
?column?
----------
f
f
t
(3 rows)

Hmm. Then I accidentally did this:
rkh(at)csb-dev=> select 3 in (select test_set());
?column?
----------
f
(1 row)

rkh(at)csb-dev=> select 4 in (select test_set());
?column?
----------
t
(1 row)

So, the lesson is that I need to use 'SELECT fx()' rather than fx()
itself. Why? I understand that IN's signature is something like <expr>
IN (<subq>), but this explanation seems a little hollow. Is there a
better way to do this?

Thanks,
Reece

--
Reece Hart, http://harts.net/reece/, GPG:0x25EC91A0