The Cantor set is usually defined in the following way:
Let $A_1 = [0, 1]$ and \begin{equation} A_n = A_{n-1} \setminus \bigcup_{k=1}^\infty \left( \frac{1 + 3k}{3^n}, \frac{2 + 3k}{3^n} \right) \textrm{for}\ n > 1 \textrm{.} \end{equation}
Then, the Cantor Set, $\mathcal{C}$, is \begin{equation} \mathcal{C} = \bigcap_{n \in \mathbb{N}} A_n \textrm{.} \end{equation}
My question is: can't we just define the Cantor Set as \begin{equation} \mathcal{C} = \lim_{n \to \infty} A_n \textrm{.} \end{equation}
Why not? Is it because we haven't already defined what does the limit of such a sequence mean?
Yup, that's exactly it!
Intuitively it's clear that - insofar as the limit of a sequence of sets exists - the Cantor set is indeed the limit of the $A_n$s. But until we give a precise definition of the limit of a sequence of sets, that idea can't be used to define the Cantor set.
(Also, let's say we use the following definition: $\lim_{n\rightarrow\infty}S_n=T$ iff $$T=\{x: \exists n\forall m>n(x\in S_m)\},$$ which seems pretty good to me. Then we still can't define the Cantor set as the limit of the $A_n$s - we first need to show that that limit exists in the first place. This amounts to observing that $A_0\supseteq A_1\supseteq ...$ - but then we've more-or-less used rather roundabout language to define the Cantor set as the intersection of the $A_i$s! So in this particular case at least, it seems to just amount to packaging a simple definition in more technical, if snappier, language.)