Jose Carlos Santos has explained why the automorphism group of $\mathbb{Z}$ is very constrained, while that of $\mathbb{Z}_n$ is not as restricted, leading to more possibilities.
Paraphrasing US Supreme Court justices, I write separately to emphasize that I don’t think it is conceptually a good idea to think of $\mathbb{Z}$ as being a sort of “limit” of $\mathbb{Z}_n$ as $n$ gets larger. It just doesn’t.
First, if you think of $\mathbb{Z}_n$ as $\mathbb{Z}/n\mathbb{Z}$, then $\mathbb{Z}\cong\mathbb{Z}/0\mathbb{Z}$, so in fact $\mathbb{Z}$ isn’t what happens when “$n$ gets larger”, it’s what happened when $n$ was a small as possible.
Second, you don’t have (nontrivial) maps from $\mathbb{Z}_n$ into $\mathbb{Z}$: you only have maps going the other way. If you think of group morphisms as going “left to right”, like most of our function arrows, the $\mathbb{Z}$ is the leftmost group among the cyclic groups, not the rightmost. So there is not good way to think of $\mathbb{Z}$ as the “limiting group” of the $\mathbb{Z}_n$.
Thirdly, you want to be careful with how you think of the $\mathbb{Z}_n$ “fitting inside each other”. Note that $\mathbb{Z}_m$ has a (unique) subgroup isomorphic to $\mathbb{Z}_n$ if and only if $n|m$. So it’s not a nice straight progression, but rather a somewhat complicated arrangement of these groups as they fit inside each other; what you get is what is called a “directed partially ordered set”.
Now, there is a way to try to figure out what the “limiting group” of the $\mathbb{Z}_n$ is; it’s called a direct limit. If you do that to the finite cyclic groups, you don’t get $\mathbb{Z}$; instead, you get $\mathbb{Q}/\mathbb{Z}$, a very different group. And this group does have lots of automorphisms! You can decompose it into a direct product of Prüfer $p$-groups, and each of those has at least one automorphism for each unit of the $p$-adic integers (see here).