What a hell does Ahriman mean?
It means "destructive spirit," which makes a pretty broad term definition wise. I mean destruction isn't really locked to one thing, it isn't like most of the ninjas I.E. Sub-Zero deals with the cold gimmick, Scorpion links to the rope dart which mimics the stinger of the insect of the same name, Reptile because he was green and eventually revealed to be a lizard man, Smoke deals with him being gray and actually now being revealed to be an enenra or "smoke spirit," and Rain was originally just based off of a prince song and now has powers over water a lightning which matches a rain storm. Heck even Chameleon fit his name because he changed colors like the lizard of the same name. Ermac even fits to an extent because he came from a rumor made by the fan base, which explains why he eventually became what he is now a being made up of numerous souls. The only one that doesn't really fit is Noob Saibot.
So if there was to be a sand ninja, he would most likely be linked to the desert and so why not go with a name that has ties to the desert. Set fits that because of being a god of the desert.