Nothing kidnapped, nothing hidden it's all quite straightforward.
The files are not obvious in the Finder for a couple of reasons:
1. Moving them, renaming them or in any way changing the path to the file will corrupt the Library, and because of the iCloud Photo Library, that in turn could corrupt Libraries in the Cloud and on the devices. So, rather than let inexperienced users do damage, the files are in a package. You can visit with them easily: Right click on the Library in the Finder and then house 'Show Package Contents'
2. There's no need to see the files. The whole point of apps like Photos, iPhoto, Aperture et al, is that they are photo managers. That is they replace the finder for anything to do with your shots. Bit like Contacts for your Addresses - t manages this data and makes it available in every other app in the OS.
Two comments:
1. You can run referenced Library - where you choose where the files are stored. But you cannot use that library with the iCloud Library. It's also more work for exactly no gain.
2. You can easily get your original files or any edited versions from Photos using the File -> export command.
If you don't want a Photo manager, and prefer to manage files, then don't use Photos, it's quite simple.