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I eventually figured it out, as I said.
It's stupid.
Why should I have to open the file manager to launch a program?
No other operating system does that save maybe Amiga clones...

But you don't have to open the Finder to launch an App. It's certainly an option, but here's a small sample of the different ways to do it:

* Click the App's Dock icon
* Press Cmd+Spacebar and type the App's name, press Return
* Click the Applications Stack in the Dock, click the App's icon
* Open Finder, type the App's name in the search bar, press Return
* Open Finder, click Applications in the sidebar, double-click the App's icon
* Create an Alias to the Desktop, double-click the Alias
* Open the terminal, type the App's name and press Return

That's not all of the ways, but I think it's most of them.

Now, let's look at a standard Ubuntu install:

* Click the Applications menu, click the correct category for the app, click the app's name
* Press Alt+F2, type the app's name, press Enter
* Create a .desktop file for the app, place in the Desktop directory, double-click the icon
* Drag the icon to the Panel, click the icon
* Open Terminal, type the app name, press Enter
* Open Nautilus, navigate to the /usr/bin or /opt folder where the binary file is located, double-click the binary file
* ...and so on

They sound pretty similar to me.