Good point. If you bet this on the flop, there is just the one hand that beats you and you can go all the way with it immediately. On this particular hand, you're sure to see a raise from either 22 or KK on the flop, so you can push and get called and take down a huge pot.
General rule I just learned: Slowplaying a LOW set is especially dangerous because pretty much any turn card will be higher than yours and therefore a scare card if you see serious action. You have to take 99 into consideration on the turn, where on the flop that's not a hand you're scared of. I had never thought of that.