I mean instead of partitioning $\mathbb Z$ to $n$ different sets named residue classes and defining arithmetic operations on them, we can just define
$$\mathbb Z_n = \lbrace 0, 1, 2, ..., n-1 \rbrace$$
As a ring (a field if $n$ is prime) closed under binary relations modular addition and multiplication defined as follow,
$$X, Y \in \mathbb Z_n$$ $$(X + Y) = Qn + R$$ $$X +_n Y = R$$ ~ $$(X \cdot Y) = Q'n + R'$$ $$X \cdot_n Y = R'$$
Then other operations like division (if $\mathbb Z_n$ is a field), exponentiation etc. can be defined over all other elements. Why is this simply not sufficient and we need to make sure that any element of the $\mathbb Z_n$ have to represent all other elements of $\mathbb Z$ which yields the same remainder as itself when divided by $n$?
In other words why we need residue classes? What makes them more useful than the simple definition i denote above.
First point is that, residue classes supplies us with the flexibility of choosing the most convenient element of class for the moment. In other words, sometimes we need different perspectives. As in the example of @Bill Dubuque:
$$9^n \equiv (-1)^n \space(modulo \space 10)$$
Further, any element of a class is "same" with the other from one perspective, that they leave the same remainder when divided by the modulo. They may not be equal, as differently posed congruent triangles aren't equal, but they are still the different representations of "same" no matter what. If we wear the glasses of "equality",
$$5 \ne 15.$$
So they aren't the same, in the perspective that they aren't quantities of the same amount. But if we change them with the glasses of "congruence modulo 10",
$$5 \equiv 15$$
So they are the the same, in the perspective that they leave the same remainders when divided by ten.
Fundamentally, if we notate residue class of $[X]_M$ indeed we represent the all quantities of the same form. And this is more convenient for deduction of generalized results about classes modulo $M$ and relationships between them.
As an example, when you multiply two integers leaving the remainder $7$ when divided by $12$, the result will be congruent to $1$ in the same modulo.