I have two main observations:
- You said you clicked "About This Mac > Service". Actually, I think you clicked "About This Mac > Support". Service appears to show different options.
- When I click "About This Mac > Support" and get to the screen you display, I can then click "Mac Help". But what that does is open a new Safari window displaying this:
- Similarly, clicking "User Manual" opens a new tab (as opposed to a new window) in Safari.