Finder is closed, but still appears in Cmd+Tab palette
If I open Finder and close it, it is still available in the Cmd+Tab palette. When selecting it, all windows are unactivated, but no active Finder window pops up. This happened with other applications (e.g. Preview).
Here is how it looks: https://youtu.be/3K7M4P4W3Ik.
MacBook Pro 15”, macOS 10.14