Why is the Finder app always open?
The main reason it's always open is that it displays the icons on the desktop. You can check what the finder does by enabling the "Quit" menu feature. To do this, launch the Terminal application and enter the following commands:

defaults write com.apple.finder QuitMenuItem -bool YES


Hit return. Then restart the Finder by running 

killall Finder


Close the Terminal. Click on the Desktop, choose "Finder" in the top bar, and "Quit Finder". Now you're running without Finder. First thing you'll notice is that all Desktop icons will be gone.

To get your desktop icons back, just click on Finder in the Dock.

If you want to remove the "Quit Finder" menu item, you can do that with:

defaults write com.apple.finder QuitMenuItem -bool NO