I agree with you that for anyone who recently took math in college, it's obvious that Z is the set of integers. But for someone just learning it? Not so much.
But whatever you call it should not be too much effort to state in the beginning of a presentation or chapter or book, these are the symbols we will be using:
I = Set of Integers, ....
Sure it might be redundant but it is also easy for the reader to step over such explanations if they are familiar with them, but come back if they find some symbol they are not quite sure of. Question is are we trying to make the book easy for readers to understand, or short for the writer to write.