To set up the Situation Handling use case for a quantity deficit in a supplier's delivery, 'Manage Situation Types - Message Based' is important for configuring message-based situations. 'Manage Situation Types' is necessary as it allows the configuration and management of various situation types, including those related to delivery deficits. 'Monitor Situations' is used to check and oversee active situations but not to set them up, and 'Manage Teams and Responsibilities' is used to define roles and responsibilities, which is not directly related to setting up situation types.