There’s nothing missing or broken, this is expected behavior. There is no concept of an archive of taxonomy terms, archives contain posts. It makes sense if you think about it – the main query always contains some sort of collection of posts, which are output by The Loop, there’s no way for that to instead be a collection of terms.
A simple fix is to create a page with slug activites, create a Custom Template for that page, and output your taxonomy’s terms within that template.