Find My is a convenience feature to help people find lost devices. It requires a device be powered on and connected to the internet by either cellular data or WiFi. Activation lock is an anti-theft feature that renders a device useless as long as it remains a trusted device under the owners AppleID
Find My is easily defeated. Anyone can shut off a device, throw it in a faraday bag (cheap, in bulk, on Amazon or eBay), or simply erase it in iTunes.
Activation lock remains in effect, even if a device is erased in iTunes, unless an owner actively removes the device from their AppleID’s trusted devices.
People have been posting here and asking for the ability to not power off a device without a passcode or some other mechanism to force their devices to stay powered up and connected so Find My remains active for years and years now. You can certainly post feedback to Apple about that as well, but Apple has never changed anything about that over many years now.
Find My is a convenience feature only. Activation lock is Apple’s anti-theft feature. They are different. Find My was never intended as an anti-theft initiative.