My first thought was that "setup" probably allowed the player to place them in a certain position on the board instead of entering the board in the usual way - like they set their equipment up before the game actually started. That would make sense and increase the unit's survivability.
I tend to agree with that idea. Otherwise it would be tough trying to get a gun like that into a good position using a city board. It could take forever to get to a second story position for example.
"Setup" could actually include both suggestions made here. During the first turn of the game, you could be allowed to place the unit anywhere (?) on the board instead of entering normally (I suppose this would require using both actions.). This would reflect the unit "setting up" before the game's start. Additionally, if the unit wanted to move during the game, it would need to spend an extra action to set its gun up again, so it wouldn't be able to change position and fire its weapon in the same turn.
Dear FFG, please don't stop the Tannhäuser line completely! Maybe just step down the release of new product to two (maybe one) characters per year just to keep players interested. Maybe release mercenary characters that would be useful for every faction thus every player. Maybe release a pack containing all the existing bonus tokens but no miniature. Anything, please!
Moving the idea one-step further on. These are being released with Icarus and its airfields, so there might not be much terrain around. So, set up could be that they have advanced deployment like Scout but also includes a sandbag implacement counting as cover for the unit, ideal for defending an airfield and of course in any other scenario also.
I have not play tested these beauties much due to my sewer board enterprise but have found if you use two actions, one to disassemble and the second action to move it seems to be fair in regards to the guns. The AA gun is based on being pushed into a new position. If its moved by a vehicle i used the next set of rules.
For the PAK 40 Gun I tried one action to break down and the other to hookup to a vehicle and crew to mount vehicle. You have to of course move the vehicle into position first but it went smoothly the only time i tried it. Again this seemed fair as it took two game rounds to get the Pak back into action.
I typically play a city board so its not like im moving the units a great distance. Often its just to the other side of a building for cover and repositioning.