Because, with the exception of zero, all whole numbers appear in nature.
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No, the set of natural numbers is a proper subset of the set of whole numbers.
The is false. "the whole number" is a single number while "the set of natural numbers" is a set. A single number cannot be equal to a set.
There is some disagreement as to whether zero, a whole number, belongs to the set of natural numbers.
The set of negative integers.
If N is the set of natural numbers, and the set of whole numbers (integers) is Z, you should be aware that Z also includes negatives and zero, whereas N does not include either of these.