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the standard (set theoretic) construction of the natural numbers starts with 0 (the empty set) and then builds up the other numbers from there. so to me it seems “natural” to include it in the set of natural numbers.
On top of that, I don't think it's particularly useful to have 2 different easy shorthands for the positive integers, when it means that referring to the union of the positive integers and the singleton of 0 becomes cumbersome as a result.
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