Tsql session command doesn't work

default> select current_date, current_time();
?current_date,  ?current_time_1
-------------------------------
2015-03-19,  14:55:39.533999
(1 rows, 0.043 sec, 0 B selected)
default>
default> \set timezone GMT+1
default> select current_date, current_time();
?current_date,  ?current_time_1
-------------------------------
2015-03-19,  14:55:55.532
(1 rows, 0.005 sec, 0 B selected)
default>
default> SET TIME ZONE 'GMT+1';
OK
default> select current_date, current_time();
?current_date,  ?current_time_1
-------------------------------
2015-03-19,  06:56:33.213
(1 rows, 0.005 sec, 0 B selected)