I think that you will find that "they" don't necessarily recommend two sets for compounds. It really all depends on where you are at in the program. If you are just starting your 15 reps you can take that first week and get some more volume in by doing two sets. But you will find it much harder to get those two sets in the following week as you get closer to your max. Remember the reason why HST has you doing lower weight and volume is because you are doing it more frequently throughout the week. Therefore you should not be going to failure.
I typically do 1 set for my 15 rep weeks on all compounds. Exercises like curls and triceps extension will get two sets. Then on my 10 week mesocycle I will do two sets. Then on my 5 rep mesocycle I will do three sets for the first week and then two sets for the second. I even carry over into another week (the negatives week) and do 1 set of 5 continuing to push for a new 5 rep PR.
What I like about HST is that you have some degree of freedom in how you want to set it up.
Here's a link to my journal where I started it when doing my 2nd cycle of HST.
http://forum.bodybuilding.com/showthread.php?t=1009326