Sure, there are a lot of collectors in the US that would be interested in the whole set - depending on the price of course. You obviously know what you paid for them / and probably know the value in europe ...but you need to do some homework to establish a realistic value in the US.
Many times in the US / a serious collector will find out about an "estate sale" ....and go in and buy an entire collection for $ 5,000 - $ 50,000 ...either for their own enjoyment or to keep a portion of it / and sell whatever they have no interest in.
But a collection this unique / needs to find a "unique" buyer - so you are going to have to do some homework and find an FFL holder / dealer that will be willing to help you do the paperwork, etc to get them imported / maybe help you establish value.
Most collectors just want to write the check / we don't want to fuss with customs, cost of freight and insurance, etc. - other than to fill out the appropriate transfer paperwork to pickup the guns once they are legally in the US. ( I'm not a Sig collector / although I have several newer Sigs ....I treat my Sigs as utilitarian weapons not collectors items ). Now, if these were a collection of S&W revolvers or high end 1911's ...I'd be asking for extensive photos and appraisals ...and helping you find an importer ...and writing you a significant deposit check as we speak !! --- but you just need to find a Sig Collector ...or bring them into the US on consignment thru a big dealer that will help you.