I simply don't get what's the big deal about nickel-plated tools. I've got some wrenches from the early 1920's that are nickel-plated, and are still in great shape to this day with almost no noticeable rust at all. Sure they're a little dull and blemished looking, but who cares? They've seen plenty of use and are well over 85 years old. They still get the job done for me and that's what counts.
But down to the bottom line--If Billings & Spencer could make a respectable nickel plating that successfully prevented rust in the 1920's--back when we drove Model T's and computers weren't even a dream--, I am sure that whatever plating Sears today is of vastly superior quality. I'd just take it easy and not sweat it. Just so long as the sockets don't rust, you're in good shape.