Let us consider the closed interval $[a, b]$. Removing the open middle third interval in $C_0$, we let $C_1$ be the union of the remaining intervals, and have
\begin{equation} C_1 = \left[a, a + \frac{b-a}{3}\right] \cup \left[a + \frac{2(b-a)}{3}, b\right]. \end{equation} Repeating this process two more times, we have \begin{align*} C_3 &= \left[a, a + \frac{b-a}{3^3}\right] \cup \left[a + \frac{2(b-a)}{3^3}, a+\frac{3(b-a)}{3^3}\right] \\&\cup \left[a + \frac{6(b-a)}{3^2}, a + \frac{7(b-a)}{3^3}\right] \cup \left[a + \frac{8(b-a)}{3^3}, a + \frac{9(b-a)}{3^3}\right] \\&\cup \left[a + \frac{18(b-a)}{3^3}, a + \frac{19(b-a)}{3^3}\right] \cup \left[a + \frac{20(b-a)}{3^3}, a + \frac{21(b-a)}{3^3}\right] \\&\cup \left[a + \frac{24(b-a)}{3^3}, a + \frac{25(b-a)}{3^3}\right] \cup \left[a + \frac{26(b-a)}{3^3}, a + \frac{27(b-a)}{3^3}\right]. \end{align*}
From Wikipedia, we have that
\begin{align*} C_n = &\bigcup_{k=0}^{3^{n-1}-1} \left(\left[a + \frac{3k(b-a)}{3^n}, a + \frac{(3k+1)(b-a)}{3^n}\right] \right. \\&\quad \left.\cup \left[a + \frac{(3k+2)(b-a)}{3^n}, a + \frac{(3k+3)(b-a)}{3^n}\right]\right). \end{align*}
I tried partitioning $[a, b]$ to $3^3$ intervals and I had \begin{align*} [a,b] &= \color{blue}{\left[a, a + \frac{b-a}{3^3}\right]} \cup \left(a + \frac{b-a}{3^3}, a + \frac{2(b-a)}{3^3}\right) \\&\quad\cup \color{blue}{\left[a + \frac{2(b-a)}{3^3}, a + \frac{3(b-a)}{3^3}\right]} \cup \color{red}{\left[a + \frac{3(b-a)}{3^3}, a + \frac{4(b-a)}{3^3}\right]} \\&\quad \cup \left(a + \frac{4(b-a)}{3^3}, a + \frac{5(b-a)}{3^3}\right) \cup \color{red}{\left[a + \frac{5(b-a)}{3^3}, a + \frac{6(b-a)}{3^3}\right]} \\&\quad \cup \color{blue}{\left[a + \frac{6(b-a)}{3^3}, a + \frac{7(b-a)}{3^3}\right]} \cup \left(a + \frac{7(b-a)}{3^3}, a + \frac{8(b-a)}{3^3}\right) \\&\quad \cup \color{blue}{\left[a + \frac{8(b-a)}{3^3}, a + \frac{9(b-a)}{3^3}\right]} \cup \color{red}{\left[a + \frac{9(b-a)}{3^3}, a + \frac{10(b-a)}{3^3}\right]} \\&\quad \cup \left(a + \frac{10(b-a)}{3^3}, a + \frac{11(b-a)}{3^3}\right) \cup \color{red}{\left[a + \frac{11(b-a)}{3^3}, a + \frac{12(b-a)}{3^3}\right]} \\&\quad \cup \color{red}{\left[a + \frac{12(b-a)}{3^3}, a + \frac{13(b-a)}{3^3}\right]} \cup \left(a + \frac{13(b-a)}{3^3}, a + \frac{14(b-a)}{3^3}\right) \\&\quad \cup \color{red}{\left[a + \frac{14(b-a)}{3^3}, a + \frac{15(b-a)}{3^3}\right]} \cup \color{red}{\left[a + \frac{15(b-a)}{3^3}, a + \frac{16(b-a)}{3^3}\right]} \\&\quad \cup \left(a + \frac{16(b-a)}{3^3}, a + \frac{17(b-a)}{3^3}\right) \cup \color{red}{\left[a + \frac{17(b-a)}{3^3}, a + \frac{18(b-a)}{3^3}\right]} \\&\quad \cup \color{blue}{\left[a + \frac{18(b-a)}{3^3}, a + \frac{19(b-a)}{3^3}\right]} \cup \left(a + \frac{19(b-a)}{3^3}, a + \frac{20(b-a)}{3^3}\right) \\&\quad \cup \color{blue}{\left[a + \frac{20(b-a)}{3^3}, a + \frac{21(b-a)}{3^3}\right]} \cup \color{red}{\left[a + \frac{21(b-a)}{3^3}, a + \frac{22(b-a)}{3^3}\right]} \\&\quad \cup \left(a + \frac{22(b-a)}{3^3}, a + \frac{23(b-a)}{3^3}\right) \cup \color{red}{\left[a + \frac{23(b-a)}{3^3}, a + \frac{24(b-a)}{3^3}\right]} \\&\quad \cup \color{blue}{\left[a + \frac{24(b-a)}{3^3}, a + \frac{25(b-a)}{3^3}\right]} \cup \left(a + \frac{25(b-a)}{3^3}, a + \frac{26(b-a)}{3^3}\right) \\&\quad \cup \color{blue}{\left[a + \frac{26(b-a)}{3^3}, a + \frac{27(b-a)}{3^3}\right]}. \end{align*}
I noticed that after removing all the open middle third intervals in each three closed intervals, we have \begin{align*} &\bigcup_{k=0}^{3^{3-1}-1} \left(\left[a + \frac{3k(b-a)}{3^n}, a + \frac{(3k+1)(b-a)}{3^n}\right] \right. \\&\quad \left.\cup \left[a + \frac{(3k+2)(b-a)}{3^n}, a + \frac{(3k+3)(b-a)}{3^n}\right]\right). \\&= \color{blue}{\left[a, a + \frac{b-a}{3^3}\right]} \cup \color{blue}{\left[a + \frac{2(b-a)}{3^3}, a + \frac{3(b-a)}{3^3}\right]} \\&\quad \cup \color{red}{\left[a + \frac{3(b-a)}{3^3}, a + \frac{4(b-a)}{3^3}\right]} \cup \color{red}{\left[a + \frac{5(b-a)}{3^3}, a + \frac{6(b-a)}{3^3}\right]} \\&\quad \cup \color{blue}{\left[a + \frac{6(b-a)}{3^3}, a + \frac{7(b-a)}{3^3}\right]} \cup \color{blue}{\left[a + \frac{8(b-a)}{3^3}, a + \frac{9(b-a)}{3^3}\right]} \\&\quad\cup \color{red}{\left[a + \frac{9(b-a)}{3^3}, a + \frac{10(b-a)}{3^3}\right]} \cup \color{red}{\left[a + \frac{11(b-a)}{3^3}, a + \frac{12(b-a)}{3^3}\right]} \\&\quad \cup \color{red}{\left[a + \frac{12(b-a)}{3^3}, a + \frac{13(b-a)}{3^3}\right]} \cup \color{red}{\left[a + \frac{14(b-a)}{3^3}, a + \frac{15(b-a)}{3^3}\right]} \\&\quad \cup \color{red}{\left[a + \frac{15(b-a)}{3^3}, a + \frac{16(b-a)}{3^3}\right]} \cup \color{red}{\left[a + \frac{17(b-a)}{3^3}, a + \frac{18(b-a)}{3^3}\right]} \\&\quad \cup \color{blue}{\left[a + \frac{18(b-a)}{3^3}, a + \frac{19(b-a)}{3^3}\right]} \cup \color{blue}{\left[a + \frac{20(b-a)}{3^3}, a + \frac{21(b-a)}{3^3}\right]} \\&\quad \cup \color{red}{\left[a + \frac{21(b-a)}{3^3}, a + \frac{22(b-a)}{3^3}\right]} \cup \color{red}{\left[a + \frac{23(b-a)}{3^3}, a + \frac{24(b-a)}{3^3}\right]} \\&\quad \cup \color{blue}{\left[a + \frac{24(b-a)}{3^3}, a + \frac{25(b-a)}{3^3}\right]} \cup \color{blue}{\left[a + \frac{26(b-a)}{3^3}, a + \frac{27(b-a)}{3^3}\right]}. \end{align*}
I observed that all the closed intervals colored red do not belong $C_3$ and only those colored in blue belongs to $C_3$.
How then should we have that \begin{align*} C_n = &\bigcup_{k=0}^{3^{n-1}-1} \left(\left[a + \frac{3k(b-a)}{3^n}, a + \frac{(3k+1)(b-a)}{3^n}\right] \right. \\&\quad \left.\cup \left[a + \frac{(3k+2)(b-a)}{3^n}, a + \frac{(3k+3)(b-a)}{3^n}\right]\right), \end{align*} and not \begin{align*} C_n \subset &\bigcup_{k=0}^{3^{n-1}-1} \left(\left[a + \frac{3k(b-a)}{3^n}, a + \frac{(3k+1)(b-a)}{3^n}\right] \right. \\&\quad \left.\cup \left[a + \frac{(3k+2)(b-a)}{3^n}, a + \frac{(3k+3)(b-a)}{3^n}\right]\right)? \end{align*}
In conclusion, I am thinking that the correct symbol to be used in the ''explicit formula'' for the Cantor set is $\subset$ and not $=$.