I'm not sure it's surprising. Apple doesn't want you to leave and making something as important as your photos difficult to move helps with that.
What’s missing?
The files are there on the Mac, they are there to download on the cloud (various mentions of method mentioned here).
From 2024:
> Users of Google and Apple’s photo cloud services can now transfer images between them. It was already possible to export photos and videos from iCloud to Google Photos, but now it can also be done the other way around: from Google Photos to iCloud.
https://www.techzine.eu/news/applications/122196/google-and-... (2023 Data Transfer Initiative (DTI))