True that. Finder is only slightly better than nautilus, but it gets beaten up by Dolphin badly. It would win outright for me with the "Press F4 for an integrated shell" feature alone.
They are referring to the shell being integrated into Finder similar to the integrated terminal in Visual Studio Code or IntelliJ IDEs not launching a separate Terminal.app window.
You're probably joking sarcastically, but in case you aren't, you can click both sides of the track pad or three finger tap (if supported) to preform a middle click.
FYI, you can open a folder as a new tab (or window) using cmd+click in Finder. Myself, I still struggle trying to ctrl-click folders open in Dolphin instead of middle click.