This is because how Data View is implemented. A data view is used to provide a context entity to a page. That means if you want to open a page and pass some data (an entity object) to that page, you will use a data view for this purpose.
For example, we see create new/edit forms for objects, they are implemented by using a data view on a page and opening that page by passing object of the relevant entity
If you are not interested in passing data, simply remove data view from the page and show that page.
If you want to open page having a data view for some entity, use call a microflow activity from navigation. Then in the microflow create or retrieve an object of the entity used in data view. And then use show page activity inside microflow and pass that object to the page
While implementing the data view, we have to pass the context to it and then only we can choose the action to show a page.
So if you want to use data view choose action ‘create object’ instead of ‘show a page’ and pass the required entity to the page and then choose a page to be shown to user.
Otherwise you can use list view or data grid to display the data on action ‘show a page’.