Users expect actions to match the sequence of inputs. If the user can type CAPS and "TITLE" and get "tITLE" its a bug.
Basically 50 years of computer interfaces of all kids across all OS across planet earth use enter or return for activation. This includes Mac in all other contexts.
F2 to rename dates back to windows 3.1 with environments like KDE using the same key that is familiar to windows users. Like many things it is an arbitrary choice without any inherently correct answer. The nice thing about it is in dolphin is that one can easily discover this by right clicking a file or folder and noting the shortcut listed beside the action so you can both complete the task visually immediately and learn the hotkey easily.
Bugs are when systems don't work as intended. Intent you don't like isn't a bug.
Enter or return does different things in different contexts. Its most frequent functions are go to a new line or end text entry. Saying it means activate and implying activate means open is trying to find consistency where it isn't. And what it does in Finder is what it does in other text fields.
Return for rename is older than Windows 3.1. The error rate for pressing F2 is high for something so common as rename.
A long standing one actually. I remember having it in Mojave/El Capitan already on my 2102 MBP.
The others are annoyances from not being familiar with the UI, some more motivated than others. But let’s recall the sad story of the thumbnails in GNOME’s file picker, for a second…