No so weird. Many applications require something on which to work—a specific file, an image, a clip a document, etc. If you click on "Cancel" in the Finder window you will go directly to the application and its menus. From there you can choose something to do, usually from the "File" menu.
Having said all that, when I open QT 10.4 it goes straight to nothing and just gives me the menu bar for QuickTime.
On a Mac since 1984.
Currently: 27" iMacs, Macbook Air, macOS 10.14.x,; iPhones, iPods and iPads galore!