Embedded ordered lists within another ordered list

I thought following was W3C valid

<ol>
<li>Next page</li>
<ol>
<li>Links to other pages</li>
<li>Images</li>
</ol>
<li>Next page</li>
<ol>
<li>Change colours</li>
</ol>
</ol>

Which produces

1. Next page
1. Links to other pages
2. Images
2. Next page
1. Change colours

But although it worked W3C said it was not valid and insisted on 

<ol>
<li>Next page</li>
<li style="list-style: none">
<ol>
<li>Links to other pages</li>
<li>Images</li>
</ol>
</li>
<li>Next page</li>
<li style="list-style: none">
<ol>
<li>Change colours</li>
</ol>
</li>
</ol>

Which produced similar

1. Next page
2. 
   
   1. Links to other pages
   2. Images
3. Next page
4. 
   
   1. Change colours