There is an infinite chain of supersets of the rational numbers, real numbers, etc.
Think of it like this… we can define 0, and then define 1 as the successor. Repeating this, we can have a definition for every finite number. But we cannot do this the other way around. We cannot start with ∞, define the predecessor to ∞, and then somehow get back to 0.
In other words, if you want to work backwards and say that smaller sets (like the natural numbers) are a subset of the bigger sets (like complex numbers), then you have to pick a “biggest set” containing all numbers, which is unsatisfactory. Somebody always wants a bigger set.