macOS will do its thing when you click the dock icon and bring the window to the front, but it can be hard to notice because only a sliver of the window will actually be visible.
If you have many windows, it can be hard to notice (especially if you have many monitors).
Arguably, it's intuitive:
* If you know what you are doing, you can go to the menu bar or click on the icon again.
* If you don't know know what you are doing, the obvious action is to blame yourself and click the icon again, which does open a window (to the Recents folder). So it's gaslighting a little, but it is intuitive.
I'm not sure what you're talking about - you cannot quit Finder and the app is always open. You can only force restart it but it is never in a quit state for you to do what you're say you're doing, and if you do force-start it it behaves as already described.
And that was definitely a bug at one point. Whenever I encountered it years ago, I was always bemused thinking about how a typical user would ever figure out how to open Finder and get to their files. No matter how many times you clicked the dock icon, the window would never appear. Of course, I know to use Cmd+N; and nowadays, a new Finder window opens as expected when clicked.
I'm not sure what you're doing wrong here - when I click the Finder icon it shows me the top Finder window, or opens a new one if there is no window. Is this not what it does for you?