I don't think this is true. The presence of a qualified import of "Data.Set as Set" does not change how the following is parsed.
import Data.Set (fromList)
import qualified Data.Set as Set
data Set a = Set (Set.Set a)
f :: Ord a => [a] -> Set a
f = Set . fromList
g :: Ord a => [a] -> Set a
g = Set .fromList
h :: Ord a => [a] -> Set a
h = Set. fromList
i :: Ord a => [a] -> Set.Set a
i = Set.fromList
In other words, the . is interpreted as a "module dot" if and only if there is no whitespace either preceding or following the dot.