SQL Cursor vs WHILE loop

When you need to loop a set of data, is there a benefit of using a SQL Server cursor. Or is using a WHILE loop (see below) just the same. I ask because the WHILE loop seems clearer and easier to understand.

-- loop through a table
DROP TABLE IF EXISTS #LoopingSet;
CREATE TABLE #LoopingSet (RowID INT IDENTITY(1,1), DatabaseName sysname);
INSERT INTO #LoopingSet (DatabaseName) SELECT [name] FROM sys.databases WHERE database_id > 4 ORDER BY name;

DECLARE @i INT = (SELECT MIN(RowID) FROM #LoopingSet);
DECLARE @n INT = (SELECT MAX(RowID) FROM #LoopingSet);
DECLARE @DatabaseName sysname = '';

WHILE (@i  @i;
END;