I found a solution, maybe someone will need it: it turns out that there is a FilteredWorksetCollector that does an excellent job with this task.

var worksets = new FilteredWorksetCollector(_doc)
        .OfKind(WorksetKind.UserWorkset)
        .ToWorksets();

newChangeWorkSetComboBox.Items.Clear();

foreach (Workset workset in worksets)
{
    newChangeWorkSetComboBox.Items.Add(workset.Name);
}
StackPanel_ChangeWorkSets.Children.Add(newChangeWorkSetComboBox);