You're rightfully reluctant.
We have $\varnothing\subseteq A$ for all sets $A$, but the set containing the null set as an element, namely, $\{\varnothing\}$ is not a subset of every set.
For example, given $$A = \{1, 4, 9, 16\},$$
- we have $1\in A,\;$ so $\;\{1\} \subseteq A$,
- while we do have $\varnothing \subseteq A,\,$ $\,\varnothing \notin A\,$ so $\,\{\varnothing\} \not\subseteq A$.
So it is not the case that for all sets $A$, $\,\{\varnothing\} \subseteq A$.
Remark: We can construct a set $A$ such that $\{\varnothing\} \subseteq A$. Put $A = \{\varnothing\}$. Then $\varnothing \subseteq A$ AND $\varnothing \in A$. So it follows that $\{\varnothing\} \subseteq A$.