The only reason that the return key is the 'least obvious' key to you is because you're used to that being the 'open' key on other operating systems.
My head-cannon about this is that for consistency within macos, all actions must be cmd+something, so is cmd+O for opening a file. In the terminal you can also use the "open" command which opens the file or the directory (I use "open ." a lot, I find faster navigating in the shell that in the finder).
Which is why I always try Cmd+R for renaming a file and then nothing happens.