BGP - set clauses are ignored on reflected routes

Network:

R4,R5,R6 have serial interfaces connected to Frame cloud 172.14.45.0/24
R3,R4,R5 have LAN interfaces connected to 172.12.34.0/24

R6 has EBGP peering with R5 and R4, however R5 has R6 neighbor shutdown for now.
R4 is connected to R5 via IBGP.
R5 then connects to R3 via IBGP.
R5 has R3 configured as a route-reflector client.
R5 reflects routes learned from R4 to R3.
R5 has the following config:

router bgp 345
bgp cluster-id 5
neighbor 3.3.3.3 remote-as 345
neighbor 3.3.3.3 update-source Loopback0
!
address-family ipv4
neighbor 3.3.3.3 activate
neighbor 3.3.3.3 send-community
neighbor 3.3.3.3 route-reflector-client
neighbor 3.3.3.3 route-map SET out
!
ip prefix-list SIX seq 5 permit 6.0.0.0/24
!
route-map LOOPBACK permit 10
match ip address 5
!
route-map SET permit 10
match ip address prefix-list SIX
set community 500
!
route-map SET permit 20
!

The community does not show up on R3:

R3#show ip bgp 6.0.0.0
BGP routing table entry for 6.0.0.0/24, version 9
Paths: (1 available, best #1, table Default-IP-Routing-Table)
Not advertised to any peer
65000
4.4.4.4 (metric 2) from 5.5.5.5 (5.5.5.5)
Origin IGP, metric 0, localpref 100, valid, internal, best
Originator: 4.4.4.4, Cluster list: 0.0.0.5

Now let's peer R5 directly with R6 and see what happens:

R5(config)#router bgp 345
R5(config-router)#neighbor 4.4.4.4 shutdown
R5(config-router)#no neighbor 172.14.45.6 shutdown

Immediately the community shows up on R3:

R3#show ip bgp 6.0.0.0
BGP routing table entry for 6.0.0.0/24, version 13
Paths: (1 available, no best path)
Flag: 0x820
Not advertised to any peer
65000
172.14.45.6 (inaccessible) from 5.5.5.5 (5.5.5.5)
Origin IGP, metric 200, localpref 100, valid, internal
Community: 500

I got this info while browsing the DocCD:

Configuring a Route Reflector

"The use of set clauses in outbound route maps can modify attributes and possibly create routing loops. To avoid this behavior, set clauses of outbound route maps are ignored for routes reflected to iBGP peers."