Front Page not showing on Pages

This is normal. To display your posts, index.php is being used. It is not a regular page created by you. Some call it a virtual page. If you want all posts being displayed on a page created by you, follow these steps:

  1. prepare two pages. One for front page, and second for posts ( you can title them Home, and Blog – their names are up to you )
  2. go to Settings -> Reading -> Front page displays, and select A static page (select below). From a drop down list of pages, choose Home, from your previous step. From the second drop down list, choose Blog, from previous step
  3. Save your changes

Now Home will be your front page, and Blog will be showing all posts.