This does not really make sense to me for several reasons:
- The integers are usually constructed using a given construction of the natural numbers
- Historically natural numbers were conceived of before the integers
- The notation $\mathbb{Z}^+$, is more cumbersome to use than $\mathbb{N}$.
However, I see some good reasons to use this notation, for instance if the basic object of study is the integers, then (for some reason) one might want so signify that the natural numbers is a subset of the integers and hence use $\mathbb{Z}^+$.
What is the history here (if any)? Why do some mathematicians insist on using the notation?