Why is it that
For every set $S$, there exists a set $\bigcup S$.
is something we take for granted (even though $S$ could be infinite), while
For every sequence $a_1,a_2,\dots$ of numbers, there exists a number $\sum a_i$.
is not something we take for granted? Addition is viewed as "something to be performed" and we generalize that idea to make meaning of an infinite sum. We don't assume right off the bat that we can perform arbitrary additions. But we don't hold a similar attitude with sets? Isn't unioning "something that has to be performed" as well?
In both cases, there is a "procedure" that I think is implicit.
It's a question of size. The real numbers are of finite magnitude. There is no reason to expect a bunch of finite things to sum up to a finite thing. The correct analogy would be to compare addition of numbers with union of finite sets. Then you also would not expect the union of a bunch of finite sets to be finite. It requires more care. Similarly, you could extend the meaning of number somehow to that it would become obvious that sums always exist (this will have to be done carefully).
Another important difference is that we do not define sets, while we do define numbers. So, you can set axiomatic properties on sets any way you like (as long as you don't create a contradiction), but you can't just assert that numbers exist, since they are defined rigorously. You must prove they exit.