These Sets allow null. Why can’t I add null elements?

This is why I don’t like to rely on auto-boxing. Java Collections cannot store primitives (for that you will need a third party API like Trove). So, really, when you execute code like this:

hashSet.add(2);
hashSet.add(5);

What is really happening is:

hashSet.add(new Integer(2));
hashSet.add(new Integer(5));

Adding a null to the hash set is not the problem, that part works just fine. Your NPE comes later, when you try and unbox your values into a primitive int:

while(it.hasNext()){
    int i = it.next();
    System.out.print(i+" ");
}

When the null value is encountered, the JVM attempts to unbox it into an the int primitive, which leads to an NPE. You should change your code to avoid this:

while(it.hasNext()){
    final Integer i = it.next();
    System.out.print(i+" ");
}