When a new computer like yours is first being set up, there are some initialization steps and one of them includes Apple offering iCloud Drive. Many people accept that offering without realizing that these files must then, going forward, be found inside the iCloud Drive (as opposed to the traditional locations on the Mac desktop and documents areas). It looks like that might have happened with you.
Your workaround sounds a bit awkward; you can read the section of this document https://support.apple.com/en-us/HT206985 which explains how to turn off iCloud Drive and move those files back into your local Desktop and Documents folders, where apparently you had expected them to be.
The following is excerpted from that Apple instruction link:
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Turn off Desktop and Documents
When you turn off Desktop & Documents Folders, your files stay in iCloud Drive and a new Desktop and Documents folder is created on your Mac in the home folder. You can move files from iCloud Drive to your Mac as you need them, or select all of your files and drag them to the place you want to keep them.
- From your Mac, choose Apple menu > System Preferences. Click Apple ID, then click iCloud. On macOS Mojave or earlier, choose Apple menu > System Preferences, then click iCloud.
- Next to iCloud Drive, click Options.
- Deselect Desktop & Documents Folders.
- Click Done.
If you turn off iCloud Drive or sign out of iCloud, you have the option to keep a local copy of your files that are in iCloud Drive. Whether you decide to keep a local copy or not, a new Desktop and Documents folder is created in your home folder. If you choose to keep a local copy, your files in iCloud Drive are copied to a folder called iCloud Drive (Archive) in your home folder. Then you have the option to move any files that were in your iCloud Desktop and Documents, back to your new local Desktop and Documents.
