Why must Zorn's Lemma be used to prove every subgroup is contained in a maximal subgroup?
I understand the proof of it, but I feel like it's such an obvious statement that can be proved by common sense. If $H$ is a subgroup of $G$ and $H$ isn't maximal, there must exist subgroups in between them, so if we just look at any chain doesn't there have to be something "right under" $G$ in that chain (if we're looking at the subgroup lattice)?
I'm thinking that somehow Zorn's Lemma proves that there’s some "end" to the chain if the chain were infinitely long, but I still feel like common sense says there has to be an "end". I know there has to be something I am missing/incorrectly assuming, if anyone could help it would be much appreciated.
Zorn's Lemma alone does not suffice to deduce that statement for a general group as it is simply not true for an arbitrary group. A usual counterexample is the Prüfer $p$-group $\mathbb Z(p^\infty)$ which has as subgroups all cyclic groups of order $p^n$ which are increasingly ordered by inclusion. As there is a always $p^{n+1}$ after $p^n$ there is no maximal subgroup at all. This example is a special case of David A. Craven's comment if we only consider $p^n$-th roots of unity in $\mathbb C$.
However, two more remarks are to be made:
First, this proposition is indeed trivial (and requires no heavy machinery such as Zorn's Lemma) for finite groups. Here your approach works quite well as you have measure of "how far away from the top ($=$the whole group)" you are: the cardinality. In every sequence $H_1\subsetneq H_2\subsetneq\cdots\subsetneq G$, $|H_i|$ gets bigger and bigger but is bounded from above by $|G|$ and hence we can find a maximal subgroup in a reasonable way. However, this stops working once we consider arbitrary infinite groups; but see by second remark. As usual, infinities behave different from our intuition and we need tools like Zorn (or choice for that matter) to get some control back.
Second, Zorn's Lemma does (more or less) exactly what you say it does. Namely, it allows us to move up the whole chain of subgroups and find something on top. But there is an important observation: if we do the usual Zorn approach (i.e. consider the union of a chain to find upper bounds) we ran into the problem that we cannot guarentee that our union is different from the whole group, i.e. it might not be an upper bound at all!
To make things more formal. Consider a group $G$ with a subgroup $H$ and let
$$ \Sigma=\{M\,|\,H\leqslant M<G\}\,. $$
Now take a chain in $\Sigma$. The union over this chain will give us a subgroup containing $H$ but a priori we have no way of knowing if this union is still a strict subgroup, if this union is still in $\Sigma$! Without this control we cannot apply Zorn (and there is no way of fixing this as our counterexample(s) show).
Now take two different situations: "every (commutative) ring with $1$ has a maximal ideal" and "every finitely generated group has a maximal subgroup". Both of these are deducible using Zorn as we can use $1$ or the generators to control that our unions are not trivially the whole structure by choosing $\Sigma$ appropriately.