It is usually one of the most important system applications (if not the most important one) in an operating system, so it seems logical to me to have it pinned to the dock (plank) every time. I was wondering why this design decision was made.
UX Lead here :)
Generally, manual file management is something that's considered to be deprecated. Modern applications manage files very effectively. Oftentimes, attempting to manually manage files that are already being managed by an app can cause issues with that app.
Take for example Music where deleting a song from inside the app will also remove it from the app's database. However, deleting from the file manager will cause Music to assume that the track is missing and action needs to be taken to resolve a broken path (like mounting an external drive maybe). This is also the case with Photos and someday with Videos etc.
We also don't include Terminal or our code editor Scratch on the dock. While these kinds of tools are valuable and sometimes necessary, we don't want to present them front-and-center as go-to solutions.