A graph is usually defined as a set together with a relation on it. But when I think of some concrete "graph", say, the complete "graph" on three vertices, I don't think in such terms: I just see a triangle and I don't have any names for the vertices, they are indistinguishable for me. Information would have to be added for the vertices to be labeled. If one wants to study such objects formally, one would usually define them as equivalence classes of graphs on some set of vertices under isomorphism. But even if we restrict the set of vertices to be the natural numbers up to the size of the graph, this construction yields surprisingly "large" objects - sets with many complicated elements.
As in the case of necklaces and Lyndon words, one could pick pick some special object from the equivalence class - I'm not aware of any standard way to do this for graph isomorphism classes, but we could define some textual representation of graphs, like a list pairs of vertices connected by edges given in decimal, and also take the lexicographically smallest representation that gives an element of some class. Ultimately, we could define a bijection between these classes and natural numbers, and say that what was seen as a class is really just a natural number (this approach would also generalize to infinite graphs by bijecting with a larger set). However, these methods don't seem to "get to the heart of the matter". Perhaps the problem is that to "do anything" computationally with graphs represented in these ways, say, add an edge, or even to define, say, a minor, one would basically have to convert them to some other form first. Also, the choice of the special object feels rather arbitrary, at least the ones I mentioned for graphs here.
Thinking about this, I noticed that there's a special kind of object that doesn't have these issues, at least in set theory - rooted trees where each node's children are all unique. These objects can be represented literally as sets, but one could imagine that in a different formal system, like "set theory but each set can be created from others in two versions: red or blue", they would have to be more complicated. Perhaps there is a system where more kinds of objects can be represented so simply?
One could of course say that all that matters is that there's some "implementation" of needed concepts, and after all it's well known that mathematicians don't care about ugly source code ;). Perhaps it's not the most important thing in life, but if I had the choice I would prefer if everything was nice and pretty all the way down. Or maybe my whole intuition is wrong and for example graph isomorphism classes are really a secondary concept to graphs?
Edit: For at least one type of object that isn't sets, one can still find a nice representation in set theory: words up to permutation of the alphabet can be partitions. Are there others?
I’m not sure that I correctly understood the issues for your question, so my answer can be weakly relevant to it. But I hope it can be useful for you.
I think when we say about a vision of a equivalence class of isomorphic objects, we mean structure. It can be viewed as a basic concept in mathematics, which is a family of relations on a set (and possibly on a family of its subsets and so forth) satisfying given properties. Nicolas Bourbaki in their paper [Bou] proposed a program to systemize worlds of mathematical objects based on this concept. The organizing principle is hierarchy of structures, going from the simple to the complex, from the general to the particular. This direction is backwards to historical development of mathematics. I think mathematical objects, ideas initially were properties of objects of our life experience, for instance, of ten sticks or of a round plate. Later these properties were abstracted from the objects and idealized (for instance, notions of number ten or of a disk) and then generalized (for instance, to a notion of a natural number) [Ale].
As a working mathematician, usually I deal with concrete models. Bourbaki agrees that “the mathematician does not work like a machine, nor as the workingman on a moving belt; we can not over-emphasize the fundamental role played in his research by a special intuition, which is not the popular sense-intuition, but rather a kind of direct divination (ahead of all reasoning) of the normal behavior, which he seems to have the right to expect of mathematical beings, with whom a long acquintance has made him as familiar as with the beings of the real world”. [Bou]
But when I need to validate my intuition, I have to use magic tricks like arguments dealing with equivalence classes and other formal stuff. They can be cumbersome and non-natural (for instance, as I remember, a full expression of the notion of $1$, given by Bourbaki, needs several thousands symbols). But this is a price for rigor.
References
[Ale] Aleksandr Aleksandrov, A general vision of mathematics, in “Mathematics: its contents, methods, and meaning”, vol. 1, eds.: A. D. Aleksandrov, A. N. Kolmogorov, M. A. Lavrent'ev, Publ. of Academy of Sciences of USSR, Moscow, 1956, in Russian ("Общий взгляд на математику"), 5–79.
[Bou] Nicolas Bourbaki, L'Architecture des mathematiques, in "Les grands courants de la pensée mathématique", F. La Lionnais (Cahiers du Sud, 1948, 35–47). Authorized English translation. Russian translation.