Thanks @FoxGlovez, I actually do want to do more frost caves. Though I got everything I needed out of the mountains, I did not get enough Cultist trophies to make and fully upgrade the Fenris set.
I have generally gone with the heavier armour available in the game (other than the Troll armour set), but I do like to make both sets for a biome even if I don't use one of them. The movement speed bonus on the Fenris set makes it seem like something I'd use when just toolilng around or revisting old biomes for resources, when armour value is far less important.

I have 2 mountains I haven't explored yet that are in spitting distance of bases I already have set up (I had 3 within just a few minutes of my main base). That's the main reason I probably got through the biome in terms of 'need' so quickly. I just had a game start with a LOT of very nearby mountains on my starter island.