Here $\phi$ to be subtracted is an empty set.
Hence, $\left \{ \phi,\left \{ \phi \right \}\right \}$ - $\phi$ = $\left \{ \phi,\left \{ \phi \right \}\right \}$
Had it been $\left \{ \phi, \left \{ \phi \right \}\right \} - \left \{ \phi \right \}$ , we would have gotten $\left \{ \left \{ \phi \right \}\right \}$
Consider like A = {2,3,4} and B = {2}
A - $\phi$ = A
But A - 2 makes no sense. Rather A - {2} does!