Not for me. When using KDE 5.27 as a desktop environment with Debian 12 Help > Open profile directory opens the directory using Dolphin file manager. My copy of Kubuntu 24.04.2 also opens the profile directory using Dolphin file manager.
EDIT:
My copy of Linux Mint 22.1 Cinnamon opens the profile directory using the Nemo file manager and my copy of Ubuntu 24.04 Gnome opens the profile directory using the Files file manager.
Thanks for your search. So it's not normal and it's supposed to open a file manager. OK : I will try on Kubuntu 25.04 asap. Maybe my Kubuntu is too old. To be continued...