The Cantor set, as showed in books and Wikipedia, is defined in terms of $C_k$, the finite Cantor set of level $k$:
$$ \mathcal{C} = \bigcap_{k=1}^\infty C_k $$
But after intersection only the "last" remains, so, why not to define it by a limit?
$$\mathcal{C} = \lim_{k \to \infty} C_k$$
It is perhaps a naive intuition, but I not see a good justification.
(adding here a note after first answer, only for comment the comments)
NOTE: if it is not only a question of choice of notation, but also about context and semantics.
Can I tell an engineer that the intersection is a kind of specification, something like a project to explain "what I need", and the limit is a "what I get", the end result? ...Or perhaps the inverse, as suggested by @HansLundmark (thanks the comment! also thnaks @SangchulLee!). I am supposing that $C_k$ is a "decreasing sequence", $C_1 \supseteq C_2 \supseteq C_3 \supseteq \dotsb$,
so using your anser we can say
"it's natural to define the limit as the intersection: $C_n \to \mathcal{C}$ as $n\to\infty$",
where $\mathcal{C}$ is defined by intersection.
About comment of @LordShark: its is possible to use "limits" notation in the context of set sequences without "develop a theory" for it? @HansLundmark's link is a satisfactory answer for it?