$R^n$ is indeed the set of all n-tuples. The reason some people refer to column vectors as elements of $R^n$ are as follows.
In Linear Algebra, a matrix is used to represent a certain function called a linear map or linear transformation from a vector space $V$ to another vector space $W$. Linear maps come first and matrices come second. Most people are introduced to linear algebra through matrices and that is how people like doing mathematics with linear algebra.
Consider the function $T : R^2 \to R^2$ defined by $T(x, y)=(2x, 2y)$. The vector $(1, 2)\in R^2$. Thus, we can evaluate this vector for the function $T$. $T(1, 2)=(2, 4)$.
The above function is a linear map. Given that we can evaluate the vector using this function, we would also like to be able to evaluate the vector with the matrix that represents this linear map. But it makes no sense to multiply a matrix by a tuple. Thus, like we defined the matrix of a linear map, we also define the matrix of a vector.
The matrix of a n-tuple in $R^n$ is defined to be the $n\times1$ matrix whose rows consist of the scalars needed to write the n-tuple as a linear combination of the basis of $R^n$.
For example: The vector $(1, 2)\in R^2$. This vector can be written as a linear combination of the basis $(1, 0), (0, 1)$ as $1(1, 0)+2(0, 1)$. The matrix of this vector is the $2\times1$ matrix that consists of the scalars needed to write it as a linear combination of the basis of $R^2$. Let $v$ denote the matrix of the vector $(1, 2)$. Then, $v=\begin{bmatrix}1 \\ 2\end{bmatrix}$
Now we come to the main part. Let $M(T)$ denote the matrix of the linear map $T$. Let $M(v)$ denote the matrix of a vector $v\in R^n$. Then, a result in linear algebra tells us the following.
Theorem: $M(T(v))=M(T)M(v)$. Namely, evaluating a vector using a linear map is equivalent to multiplying the matrix of that vector with the matrix of the linear map. The result of this is the matrix of $T(v)$.
Example: We saw that $T(1, 2)=(2, 4)$. The matrix of $T=\begin{bmatrix}2 & 0\\0 & 2\end{bmatrix}$. The matrix of the vector $(1, 2)=\begin{bmatrix}1 \\2\end{bmatrix}$.
Then, we see that $\begin{bmatrix}2 & 0\\0 & 2\end{bmatrix} \begin{bmatrix}1\\2\end{bmatrix}= \begin{bmatrix}2\\4\end{bmatrix}$.
The resulting vector can be written as a tuple as well. Namley, just use the definition of the matrix of a vector backwards.
This is the reason a lot of people refer to column vectors as elements of $R^n$. As a matter of fact, you can make a vector space of the column vectors of $R^n$. This is using the operations of addition and scalar multiplication of matrices. Then, this new vector space and $R^n$ are isomorphic. Namely, the map that takes every vector $v\in R^n$ to its matrix $M(v)$ in this new vector space.
I am sure you have plenty of more questions. Such as, how do we define the matrix of a linear map, what happens if I change the basis in the definition of the matrix of a vector, does the definition of the matrix of a vector hold on other vector spaces and a few more. These will take some time to explain and the point of the answer was to tell you the reason why people refer to matrices of vector as elements of $R^n$. To answer all the other question, I would recommend reading Linear Algebra Done Right by Sheldon Axler. He discusses all of these things. As a matter of fact, that is where I learnt it all of this first.
Hope this answer helps!