This may be a case of the mental model not matching the technical model. Under macOS, windows aren’t program instances, they’re just windows — they’re all hosted by the same single parent program instance. It’s technically possible to open a true second instance of a program using the Terminal, which spawns a second Dock icon, but few people do this on a regular basis.

This is why open windows are represented on the second level, e.g. listed in the context menu that appears when you right click a dock icon. Programs and windows are not synonymous, and in fact windows belong to programs.

Macs have used this model since they first gained multitasking decades ago.