In Zermelo–Fraenkel (ZF) set theory, the natural numbers are defined as $0 = \emptyset$ and $n + 1 = n \cup \{n\}$
$$\begin{alignat}{2} 0 & {} = \{\} && {} = \emptyset,\\ 1 & {} = \{0\} && {} = \{\emptyset\},\\ 2 & {} = \{0,1\} && {} = \{\emptyset,\{\emptyset\}\},\\ 3 & {} = \{0,1,2\} && {} = \{\emptyset,\{\emptyset\},\{\emptyset,\{\emptyset\}\}\} \end{alignat}$$
My intuition would be, to define it as $0 = \emptyset$ and $n + 1 = \{n\}$
$$\begin{alignat}{0} 0 && = \emptyset,\\ 1 && = \{\emptyset\},\\ 2 && = \{\{\emptyset\}\},\\ 3 && = \{\{\{\emptyset\}\}\} \end{alignat}$$
Why is it defined that way? What makes it more straightforward than my definition?