That's what it is supposed to do. You don't tell Project the schedule you
want. It tells you the schedule you can HAVE that gets the project done as
efficiently as possible given what needs to be done, the order things need
to be done, and the availability of the resources who are able to do it.
The only time you supply start and finish dates is when there are specific
factors that constrain the task against being freely scheduled - the vendor
of some parts required to do X won't deliver before the 1st of November so
you enter task X with a start of 01 Nov, indicating that for some reason it
simply cannot take place before that date.
If you had infinite resources and no task required something that another
task produces as its input, the most efficient schedule would indeed start
all of the tasks on the same day and run them in parallel. But some tasks
must happen before others by the nature of the process - you have to put up
the walls before you can install the roof - and you don't have unlimited
resources - you only have so many carpenters and Joe Carpenter can only work
on one thing at a time. The time schedule where tasks occur in a sequence
is a consequence of the impact of those factors that limit how much can be
going on at once but you won't see it in the schedule until you have input
all the information the calculations are based on - durations, task links,
resource schedules, and resource assignments.