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Everything is working as it should. The slug for the collection is not an index page, rather a path that all collection items will include (parent). You take a page, like /blog and display content using a collection list as you have done.
Since the /slug for the collection won’t be naturally linked by any of your content it won’t be an issue unless someone manually manipulates the URI in the browser.
This is different than traditional web sites where a folder has an index. Maybe that is leading towards your confusion.