React arrow function

Question

I am learning react nowadays. I understand if I add curly brackets here I can add multiple statements on here but I don't understand why I need parentheses.

class Component extends React.Component {
state = {
   count: 0,
};
render() {
  return (
    <div>
      <p>{this.state.count}</p>
      <button
        onClick={() => {
          console.log("clicked"); 
          this.setState((state) => ({
            ...state,
            count: state.count + 1,
           }));
         }}
      > Click
      </button>
    </div>

However, when I use this.setState, I think this should be right

          this.setState((state) => {
            ...state,
            count: state.count + 1,
           });
         }}

I know what I think is right is actually wrong but cannot understand adding parentheses Could anyone help me with this?