Like the versions of Fate people keep mentioning? None of those are complete RPGs in the same sense Esoterrorists for example is. They're simply tools to manufacture an RPG with. Black Hack and White Hack are similar. They're not complete RPGs, they're just chopped down versions of D&D, that assume you have a D&D setting and adventures to run with them, and make massive assumptions about familiarity with various D&D tropes, monsters, etc.
So, in the sense you seem to be using it, setting does not create a "complete game" either. Only scenarios will allow one to pick up a game and play without doing extra creative work.
Oh, and pregen characters. And dice. Frankly, in the implied sense, only things like the D&D starter sets are "a complete game".