Hi DustyHavenese,
Finder is the macOS app used to navigate files and folders. In recent versions of macOS it is also the way you manually sync media to an iPhone, iPad or iPod which was previously handled by iTunes. What happened to iTunes? goes into more detail on this.
From your description, it would appear that you have content synced on your device from a Mac at the present time. It's not possible to sync to both a computer and iCloud, to enable one will disable the other. See Sync photos between your Mac and iPhone, iPad, or iPod touch:
"Important: If you already use iCloud Photos on your Mac and devices, your photos are updated automatically. You can’t use the syncing method described here unless you turn off iCloud Photos in Photos settings on your device. See Use iCloud Photos to store photos in iCloud and What is iCloud?"
If you have automatic wireless syncing enabled to a Mac, that may need to be disabled to enable iCloud Photos.
Regards.