Yep, I understand that’s the current behavior in Obsidian. My suggestion is that is should work like Roam: where the page is automatically created as soon as the first reference is created.
Use case: you’re free-flowing, typing your notes out in a meeting and highlighting [[topics]] as you go. I wouldn’t expect that I have to go back thru my notes and CMD+click every item to create the page.
Let’s say I reference [[a_topic]] 10 times but never CMD+clicked it. It would be odd to go into my vault, hit CMD+O and not be able to find it, no?