Are the WordPress install docs wrong?
Is there somewhere in the docs where it says to go to https://github.com/civicrm/civicrm-core/releases because that isn't the right place to download and all you get from there is core, not the wordpress parts, so if it says that it should get changed.

You need to download from https://civicrm.org/download and if you need an older release you can go to https://sourceforge.net/projects/civicrm/files/civicrm-stable/