The Brides of Set were a part of Deviant Priestlord Ghaur's scheme to bring the Elder God Set back to Earth.
Ghaur was trying to re-build the Serpent Crown that he would use to physically bring Set to Earth. To do so, and following Set's indication, he had allied with Llyra.
Ghaur marked Andromeda, Dagger, Invisible Woman, Marvel Girl (Jean Grey), Scarlet Witch, She-Hulk, and Storm with the Mark of Set to place them under his control and named them the Brides of Set. Ghaur wanted them to mate with Set and provide him with sons, one bride for each of Set's heads. Ghaur did not notice that, although the Brides were under his control, they did everything in their power to resist him (for instance, when ordered to fight for him, they tried to lose).
When Ghaur's initial plan to destroy Atlantis did not bring Set to Earth, he sent Andromeda to recover a sphere with a part of Set's life essence from Neptune's Rage Altar. The Scarlet Witch would then use her power to alter probability on the sphere, freeing enough energy to make Set come. The operation was a success and Set came to Earth.
After Thor defeated Set, with the help of Quasar, Dr. Strange, The Thing and Demogorge, Ghaur and Llyra returned to Lemuria and tried to sacrifice the Seven Brides to bring power to the Serpent Crown and thus bring Set back. They sent their armies of Deviants and Lemurians to fight the Avengers, the Fantastic Four and the Sub-Mariner, while Ghaur mentally probed the insides of the Crown. Doing so, Ghaur accidentally released the spirit of a previous holder of the Crown, Emperor Naga of Lemuria, who also wanted the power of the Crown. Naga and Ghaur fought using their mental powers, and finally both them and Llyra vanished.
Finally freed from Ghaur's mind control, the formerly-known as Brides of Set threw the Serpent Crown to a underwater cave.