They do until they learn the difference.

Every industry has its jargon. The word "direct" has a very specific meaning in airline speak. I agree the airlines do not explain it well.

They do serve a purpose. A direct flight allows you to buy a ticket with a connection time well under the minimum connection time at a hub, and allows you to check bags.

If a "direct" flight actually requires a connection (rather than staying on the same plane at the stop), then booking such a flight with a stop less than the minimum connection time just increases the risk of missing your connection and being stranded at the connection hub.

Checking baggage can be done on regular (not "direct") connecting flights and non-stop flights.

We may be debating different scenarios. I'm talking about same flight number, same aircraft. Get off, get right back on. Or stay on if you want.

Direct with a change of gauge (another misleading airline term) is the scenario you're talking about, and is no different than a normal connection. Same flight number but different aircraft.