Judging from the 5 micron scale bar on that last image linked by Cyclops (this one), the shaft of the setules looks more like 100 nm or less, versus the several hundred nm that I would have thought based on some text in the web pages. Not the size of thing to capture clearly with light (barring some fancy UVB or higher imaging

I still lean toward the clumping conjecture, though, knowing what this specimen went through before it got photographed. At one point it got wet with solvent. After all the liquid had evaporated, I had to fluff it with a CO2 duster just to get the 100-micron hairs well separated. Who knows what shape the setules are in! (Ah, the difficulties of specimen prep -- I'll do better next time, I promise...)
--Rik