A $\Delta$-set is a contravariant functor from the category $\Delta'$ of order-preserving injections to the category of sets (this is essentially what Allen Hatcher calls a $\Delta$-complex).
A main reason for working with simplicial sets instead of $\Delta$-sets should be that they allow quotients (see e.g. Allen Hatcher's nice appendix "CW complexes with simplicial structure" to his Algebraic Topology book: "A major disadvantage of $\Delta$-complexes is that they do not allow quotient constructions"), How does this go well with the fact that the category of functors $\Delta'op\to Sets$ has colimits?
(This question was already asked in a comment on Allen Hatcher's answer to this question on the definition of simplicial complexes. I apologize for asking it twice but there has been no answer given and I am afraid that the reason is - if it's not the silliness of my question - that the comment appears only after pressing the "more comments" button. However, I apologize.)