Set theory proof: Let $\mathbf{A}$ be the set such that $\{0,1,2,...,n\} \subset \mathbf{A} \implies n+1 \in \mathbf{A}$. Our goal is to show that $\mathbf{A} = \mathbb{N}$. To do this, we construct the set $\mathbf{B}$ such that it contains $n$ whenever $\{0,1,2,...,n\} \subset \mathbf{A}$. Now we induct on $\mathbf{B}$. Clearly it contains $0$. Suppose it contains $n$, then $\{0,1,2,...,n\} \subset \mathbf{A}$. By the hypothesis of complete induction, $n+1 \in \mathbf{A}$, hence $\{0,1,2,...,n+1\} \subset \mathbf{A}$, hence $n+1 \in \mathbf{B}$. So $\mathbf{B} = \mathbb{N}$, which implies that $\mathbf{A} = \mathbb{N}$, and we're done.
Logic proof: Let $\mathbf{Q}(n)$ $\equiv$ $\ \mathbf{P}(m)$ for all $0 \leq m \lt n$. Inducting on $n$, we're done.
Now comes the question that's been puzzling me: Naively, I would've thought that the set theory proof is just the logic proof written in the language of sets. But this doesn't seem to be the case, in the set theory proof, we constructed the set $\mathbf{B}$ which is in some sense "weaker" than $\mathbf{A}$. However, the logic proof hinged on the statement $\ \mathbf{Q}(n)$, which is "stronger" than $\mathbf{P}(m)$. This means (I think) the set theory proof isn't a direct translation of the logic one. Is there a deeper reason why this is the case? What's the difference between the language of sets and mathematical logic using quantifiers?