As an illustraton of what I intended to explain in this post, let me quote a comment (by a competent mathematician) that can be found on MSE regarding a recent question on the Axiom of Regularity :
" It is neither the case that “it should be true” nor is it the case that “it shouldn’t be true” [ "it" referring to the axiom of regularity] , any more than the Axiom of Choice “should be” or “shouldn’t be” true. It’s about what rules you want to play by. What you say about the natural numbers is, so far as I can tell, nonsensical. In ZF, everything is a set, period. Not just the natural numbers. They don’t have to be, but that is the most standard “rule” we play by, because it makes things simpler and achieves everything we need or want."
- Maybe a set theorist can be compared to a physicist.
The physicist tries to explain observable processes regarding observable entities in terms of underlying unobservable entities governed by hypothetical laws logically organized.
In the same way, in ordinary mathematics, we observe certain facts regarding given entities. Take, for example, the fact that every natural number has a succesor.
The " ordinary" mathematician takes this fact at face value: for him, it is a " given".
The set theorist asks, the question : what is going on behind the scene when we go from a natural number $n$ to a natural number $n+1$?
- At this point he makes hypotheses that he will consider as valuable in case they explain the observable process.
He assumes he has an empty set ( $\{\emptyset\}$) and assigns to this set the role of number 0.
He defines the observable process of adding 1 in terms of " successor relation " :
assuming numbers $n$ and $m$ are sets ( these are the unorservable
entities) then:
$m=n+1$ ( observable fact) $\iff m = n\cup \{n\}$ ( unobservable
process).
( That is : the successor of a number is the union of this number and of the singleton having this number as unique element).
He finally ends up with a set theoretic version of natural numbers :
$\{\emptyset, \{\emptyset\}, \{\emptyset, \{\emptyset\}\}$....$\} = \{ 0, 1, 2, ...\}$
and with a set theoretic definition of addition :
$(1) n+0 =n $
$(2) n+S(m)=S(n+m) $
( Read " the sum of $n$ and of the succesor of $m$ is the successor of $m+m$.)
- I think the point of all this is the same as in physics : (1) explaining what we observe at the macroscopic level ( relations between mathematical entities, operations, structures) (2) in terms of more " fundamental" underlying entities (3) through a minimal set of unifying consistent hypotheses (4) the consequences of which may allow an extension of our knowledge.