Return has a different function in different apps with different paradigms, but the Finder has the longer lineage with the longest set of principles baked into it, treaded upon somewhat with the Mac OS X transition but at least consistent with the compromises that were made in that transition so when you hit Return in the Finder you get a file management function (renaming) because you’re working within a File Manager. Command-O/Double click has always been the way you opened files.
“Rename” is not a rational function bind in any sense — so it is understandable that tradition is the reasoning.
Given how “brave” Apple is to redefine things, like removing a headphone jack or not including chargers, I find it surprising that bravery doesn’t translate to intuitive OS controls contrary to long-held tradition.
Lastly, it’s not “Enter”, that’s actually a separate key binding in some circumstances, but “Return”. Return is a text entry action that typically enters a new line, and by default, begins (and ends) a file rename operation in the Finder; one of the very few functions in which text entry is involved at all in the Finder.