Should I include setState in useCallback's array of dependencies?
The recommendation for that is also on React Docs - Hooks API Reference.
The setState function is used to update the state. It accepts a new state value and enqueues a re-render of the component.
setState(newState);
During subsequent re-renders, the first value returned by useState will always be the most recent state after applying updates.
Note
React guarantees that setState function identity is stable and won’t change on re-renders. This is why it’s safe to omit from the useEffect or useCallback dependency list.