Why is it preferred to use $A_1,A_2,\ldots$ instead of $(A_n)_{n\in\mathbb N}$

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I am curious why a in measure theory often the notation $A_1,A_2,\ldots$ is preferred to $(A_n)_n$.

For example we can say a measure space $(A,B,\mu)$ is sigma finite if there exist a sequence $(A_n)_{n\in\mathbb N}$ of measurable sets with finite measure with $\bigcup_{n=1}^\infty A_n=A$.

On the other hand one can say $(A,B,\mu)$ is sigma finite if there are at most countably many sets $A_1,A_2,\ldots \in B$ with $\mu(A_n)<\infty $ for all $n\in\mathbb N$ that satisfy $\bigcup_{n=1}^\infty A_n=A$.

I guess both definitions ar equivalent, but the latter is often preferred. Why?