civicrm dashboard menu does not work in Joomla
You are right that it should work out-of-the box. This might not be the full solution, but your error is showing that the URLs are missing /administrator (that is, /joomla/components/com_civicrm/civicrm should be /joomla/administrator/components/com_civicrm/civicrm) so I think you are affected by this issue: https://lab.civicrm.org/dev/joomla/issues/5

Try changing 'CiviCRM Resource URL' (in Administer > System Settings > Resource URLs) from [civicrm.root] to administrator/components/com_civicrm/civicrm/.

I suspect there will still be something else to solve but try that to begin with.