@Zooker , you had it here, your photos are in the DCM folder, just open it
This is not an issue with neither Windows nor Linux; it's Android's default behavior.
I remember in the early days of Android it would automatically mount part of the internal storage as a drive. This was very convenient but had a few drawbacks.
For one, it was a pretty nasty security risk. That's why you were advised not to use public USB charging stations, which could very easily be replaced with malicious ones that had access to your files.
Now, how exactly it works will vary depending on the Android version, as well as the make and model of the device. It's not uncommon for OEMs to add their own customization layer on top of stock Android, so it's possible they've opted to override this security mechanism in favor of convenience. I don't know.
The fact that the notification shows a camera means that the phone is set to PTP (Picture Transfer Protocol) so you'll only see pictures and photos of your phone. If you still have Zorin OS for now can you tap on the notification that appears on your phone when you plug it to the computer and change its protocol to FTP (File Transfer Protocol) or MTP (Media Transfer Protocol)? If it still doesn't appear it's possible that you hid the right container, it's the one which displays external storages plugged in. To see if it's hidden right-click the taskbar > Taskbar Settings > Position > see if the right container is hidden. This organization of the taskbar with these containers, for how much useful, it can give this kind of problems to users, they think an icon there is missing due to an error while instead the container in which it should appear has been hidden previously by themselves.