How can a little of certain phospholipids, a type of fat, help chocolate set with a smooth, glossy finish?

Answer: They help cocoa butter form the desired crystal structure

They stop cocoa-butter crystals from forming during cooling — Preventing all cocoa-butter crystallization would remove the fat network that helps chocolate hold its shape. The desired result requires crystals to form in a suitable structure. Certain phospholipids can speed crystallization and favor that structure rather than halt it.

They help cocoa butter form the desired crystal structure ✓ — Certain phospholipids can speed cocoa-butter crystallization and favor the crystal structure associated with a glossy, firm chocolate bar. They affect how the fat network forms rather than supplying most of its material. This effect depends on the particular phospholipid and cooling conditions; it is not a property of every fat additive.

They dilute the cocoa butter until a crystal network is no longer needed — A tiny phospholipid addition does not replace enough cocoa butter to remove the need for a crystal network. That network helps give solid chocolate its structure. The useful change is in how the fat crystallizes, not in diluting it away.