The GameObject doesn't have a parent, so self space is the same thing as world space.
This is unique though, because you are using Set Position. If you were to use, say, some Inputs and move them on a particular axis in self space then it would behave as you expect. However, set position is literally modifying the position and it happens to appear to work in world space because it does not have a reference of position that is actually different from world space.
