If I have Finder and Pages open (or any program, it's not relevant), I CMD-tab from Finder to Pages, then when I CMD-tab to go back to Finder, it doesn't pop up. I have to manually go to the Dock and reopen Finder. Finder restarts back to the home directory (my default start point). Of course, I would probably be in wherever the original document is. This doesn't happen all the time, but maybe 75% of the time.
This is also my second MacBook, so it's not the computer...
You have no existing Finder window, and you are surprised that one does not open on its own when you switch to the app?
Could you clarify the situation?