Hello, I'm more used to oil sunflower but sometimes seed setting when selfing is also poor.
I think the temperature inside the bag has a big influence, at least in hot countries like Spain, therefore textile bags are better, althought a bit more dangerous for pollen isolation.
You can also help the movement of the pollen to the pistil by brushing the bag with the hands,like imitating the effect of bees, 2-3 times over the flowering period is enough, it's not needed to remove the bag.
Sunflower is protandry in nature means the anthers release their pollen before the stigma of the same flower is receptive. In that situation seed setting will not be there or poor seed setting will be there. The better way to more seed setting is you just sibbing the sunflower head by hand without open the selfing bag. Definitely, It will increase the seed setting.