[throwaway000002]

You are asking the right questions, it just means you're ready to go one step down the rabbit hole. You need to carefully, and slowly, read SPJ's Tackling the Awkward Squad. You need to allow yourself to skim over the parts that are perplexing on first-reading and take them on faith. With more understanding you'll find even the answer given there not particularly satisfactory (in fact the paper points it out explicitly, trust me you'll know when you're in the precise section).

At this point you'll either accept the state of affairs, or want to go deeper down the rabbit hole, at which point you become more an academic than a programmer per se.

In a very precise sense what groovy2shoes is saying is exactly right, and you need to understand that truly strange weirdos inhabit IO () whereas, as you point out, only one thing, modulo non-termination, inhabits ().