Claim. Each set partition of $[n]$ into $k$ parts can be bijectively correspond to set of $n-k$ ordered pairs of form $(i, j)$ $(1\leq i<j\leq k)$ such that following condition holds;
Each number in $[n]$ can appear in those ordered pair's left(right) position at most once.
For example, these set of ordered pairs cannot contain $(1, 2)$, $(1, 3)$ simultaneously. Now let's see why this is possible.
Proof. For given set partition of $[n]$, if there is a block $B=\{b_1, b_2, ..., b_m\}$(it's increasing order), we make pairs $(b_1, b_2), (b_2, b_3), ..., (b_{m-1}, b_m)$ from it. If size of $B$ was $1$, don't make any pair. In this way, we can make $|B|-1$ pairs for each, so total number of pairs will be $n-k$, which is sum of value $|B|-1$ for all blocks. And each number in $[n]$ must appear at most once among all left(right) position of pairs.
Now let's show this process is reversible. That is, we can make original set partition by given set of ordered pairs. Think about empty graph on $n$ vertice, each vertex is named $1$ to $n$. Draw directed edge $i\rightarrow j$ if there is pair $(i, j)$. By conditions of our pairs, number of edge is $n-k$ and each vertex has in(out)degree at most $1$.
This means each connected component of this graph is single vertex and directed path. And since those two kinds of graph has $v-1$ edges if it has $v$ vertice, total number of edges will be $n-\#($connected components$)$. This shows number of connected component is $k$. Now it's easy to find out original sets. Make block $\{b_1, b_2, ..., b_m \}$ from directed path $b_1\rightarrow b_2\rightarrow...\rightarrow b_m$, and make single element block from single vertex, we're done. $\square$
For our original problem, let's show stronger result;
If $S_d(n, k)$ $(n\geq k>d)$ denotes family of set partitions of $[n]$ into $k$ parts, and two elements difference at most $d$ is in different block. Then $|S_d(n, k)|=|S_0(n-d, k-d)|=S(n-d, k-d)$ holds, where $S(n, k)$ is stirling number of second kind.
Proof. Just turn every elements of $S_d(n, k)$ and $S_0(n-d, k-d)$ into $n-k$ ordered pairs, using our claim. And correspond two set of ordered pairs $A \in S_d(n, k)$, $B \in S_0(n-d, k-d)$ if following holds; $(i, j)\in A \iff (i, j-d)\in B$. Since each pair in $A$ has difference$>k$, we can make corresponding $B$ from each $A$. Same is true for each $B$, and this relationship is bijection. Furthermore, the number of pairs and 'at most $1$' property is conserved in bijection. Hence problem is solved. $\square$
Comment. There is 'proof without words' showing this result. Only you need to know is above claim. Think about large chessboard, and color every cell $(i, j)$ such that $1\leq i\leq n-1$, $2\leq i\leq n$, $i<j$. And prepare $n-k$ chess rooks and place them on chessboard as set of $n-k$ ordered pairs told. Then these rooks can't attack each other.
Likewise, each set partition of $[n]$ into $k$ parts(elements in $S_0(n, k)$) correspond to non-attacking rook placement of $n-k$ rooks in 'stair' board of size $n-1$. This is famous combinatorial meaning of stirling number of second kind.
Then our problem is simple. Each elements in $S_d(n, k)$ correspond to previous rook placement which diagonals $y=x+1, ..., y=x+d$ cannot contain rook. If we get rid of this $d$ diagonals, remaining $n-k$ rooks are in $n-d-1$ stair, forming non-attacking placement. This correspond to each elements in $S_0(n-d, k-d)$.