I have read somewhere that suppose we are given a $$f: X \to Y$$ then $f$ is further associated with $$f: \mathcal{P}(X) \to \mathcal{P}(Y)$$
Does "associated" here means extended to a set valued mapping? Why should $f$ always be associated with a set valued map?
But more importantly, why is it in proofs, I always see the usage of this latter set valued map without any warning.
For example, let $f: X \to Y$ be continuous, then $f^{-1}(U)$ is open, given $U$ is open $Y$, but $f(V)$ is not necessarily open for any open $V$ in $X$.
We almost always define what $f$ is, i.e. $f: X \to Y$. But never give any clarification or warning that we are changing the definition of $f$.
It's overloaded notation, for sure. But I have never seen it mean anything other than the following:
The reason there isn't much notice is probably because it's a very common convention. It may even be explicit at some point in some books on Real Analysis.
It turns out that set theorists are usually more explicit in the difference by letting $f[A] = \{ f(x) : x \in A\}$ so one is not confused about the domain of the $f$ in question.