There is no universally valid notation in mathematics. There are so many different mathematical concepts that it is just not possible to find a distinct notation for every one. Thus, a particular notation can have different meanings in different contexts. This means, that a notation means whatever the author defines it to be. If an author defines $\{ A_i \}_{i \in I}$ to be the indexed family with elements $A_i$ for $i \in I$, then that is how $\{ A_i \}_{i \in I}$ is supposed to be interpreted. The same can be said for $( A_i )_{i \in I}$. There are, however, certain types of notation that are more commonly used than others, and deviating from standard notation can cause confusion.
We usually distinguish between sets and tuples. A set can contain a specific element only once, while a tuple can contain the same value in multiple locations, i.e.,
$$ \{ 3, 3, 3 \} = \{ 3 \}
\quad\text{while}\quad
( 3, 3, 3 ) \not= (3) \,. $$
Here, I have used curly braces for denoting sets and parenthesis for denoting tuples, which is a widely used convention.
An indexed family is a function $I \to X$, where $I$ and $X$ are appropriate sets. This means, that an indexed family can have the same value in multiple locations, and is often thought of as a generalized tuple (in the sense that a tuple has indices $1, \dots, n$, while indexed families have arbitrary index sets). Therefore, using a similar notation, i.e.,
$$ ( A_i )_{i \in I}\,, $$
would make sense.
Curly brackets are usually used for sets, thus $\{ A_i \}_{i \in I}$ can be interpreted as the set that contains the elements $A_i$ for $i \in I$, and thus, if $A_1 = A_2 = A_3 = 3$
$$ \{ A_i \}_{i \in \{1, 2, 3\}} = \{ 3, 3, 3 \} = \{ 3 \} \,. $$
This equivalence is, however, not true for indexed families, by definition.
As said in the beginning, defining $\{ A_i \}_{i \in I}$ to be the index set containing the elements $A_i$ is not wrong. It can, however, lead to confusion when the reader mistakes this notation as the set containing the elements $A_i$. Hence, would I assume that this is the reason that some books recommend to use parenthesis to denote indexed families.
In the end, it is all about communication. Parenthesis, angle brackets and square brackets have various other meanings too, that could lead to confusion, and using curly brackets to denote indexed families might be the least confusing notation in certain situations. You just need to communicated your use of notation.