The files pane is just a file explorer like any other, including the Windows File Explorer, the files it shows on first open are just the files present in your current working directory, which defaults to your system's HOME folder when no project is activated, and that is exactly the behavior that one should expect.
If you don't want t the default working directory to be your HOME folder, you can change the location in the global options.
I think you are thinking about the files pane as a sort of project explorer but that is not the case, you have to think of it as a project-aware, general-purpose file explorer. In such sense, a file explorer that shows an empty folder or that doesn't shows the complete content of the current folder wouldn't be much useful don't you think?