You can’t write a set-expression like 1…9 in your data. This appears to be accepted, but in fact it gives a set with just one member: the string “1…9”. (There’s a similar issue described in https://discuss.ampl.com/t/why-does-set-s-50-70-give-me-a-set-of-only-3-members/63.)
For Sudoku, just put these statements in the model,
set ROWS := 1…9;
set COLS := 1…9;
set BLOCKS := 1…9;
and do not put them in the data at all.