Ah, you’ve discovered attachments 🙂
The media library isn’t a file browser, and things that get put in the uploads folder don’t just appear in the media library either. Did you never wonder how WordPress stored the titles and captions for images?
When you upload a photo, aside from the physical file, WordPress creates a post of type attachment. As we know, posts have titles, contents, post meta, etc. The post parent is the post that attachment is attached to, or uploaded to ( not reliably though as an image can appear in more than one post ).
A consequence of this is attachment pages, which have their own template. You can see when you add an image you have the option to link to its media page. You can use this as an opportunity to add comments, put more details on show, etc
As Jacob said, these are normal, and have always existed in WordPress, and they’re intended. It’s not something that appeared as a bug, it’s not strange, and it’s on every WordPress site in existence in some form.
You can get them in code by grabbing an attachments permalink or using the dedicated API function. You can also just click on the view attachment page link in an attachment view:
You can even edit the permalink from the attachments edit page:
On my site there’s even a Yoast SEO box for optimising the attachment page for rankings
Keep in mind this isn’t an option or setting, it’s just how WordPress works and a natural consequence of how attachments work. The permalinks of attachments may vary from site to site, but they’re always there