Why it is accepted to use an UL, LI structure in menu lists?

I'm new to HTML. When I started reading documentation about lists, I've noticed that everywhere an <ul>, <li> structure is used, even for creating very simple lists.

But for me it's most comfortable to use only <a> elements with CSS:

display: block;
/* and/or */
float: left;

So, why use <ul>, <li> instead of just <a>?

Thanks a lot.