Sets are often cheaper than the individual components... The fact that the set is cheaper (only a little, depending on the colour of the printer) than the printer alone is certainly unusual, but so what? The paper with the ink cartridges is needed anyway and even if not, you still save a few francs. If need be, sell the paper on ricardo ;-)

These printers do not have a colour cartridge, they print with heat.
The ink is in the paper (which is why it is so expensive).