You can “use” a particular camera that you place in the game by piloting it.
This is explained in the documentation here: Pilot Actors in the Viewport | Unreal Engine Documentation
If you’re already running an instance of your game and you want to pilot a specific camera, press Shitf+F1 to exit the viewport without exiting the game and then find the camera on the object browser in the right side of the screen (if you’re engine is still set up with the default windows).
Aaaand, you can define the blueprint to be the default pawn using a custom GameMode.
This is in the documentation here: Game Mode and Game State | Unreal Engine Documentation
You’re describing the behaviour of the default game mode.
Why does it do that?
I’m not sure there’s a particular reason it does, it’s just a design choice.
Making that the behaviour of the default gamemode makes it a little easier to get things up and running if you want to test the design of a level or go through a set of content examples.
If you need further clarification ask away in the comments!
It’ll take a while to get used to which classes do what.
Unreal Engine is a highly opinionated engine, so it expects a lot of things to be done certain ways.
A base overview of what’s what is here: Gameplay Framework | Unreal Engine Documentation
Good luck!