I thought for like one year that plotting was bugged/broken in Julia because of this. I only understood the current behavior while reading a github issue.
One issue with the doc is that there's not a centralized one since plotting is done via so many different packages (it's not an issue specific to Plots). It's not super clear where this information should be. >There are too many scenarios where a gui window is not what you want... Writing to a png, inline plotting in IJulia, etc The issue with these kind of statements is that without a way to measure what people actually do, they are not very useful. For all we know 90% of the actual use case could be that the user want a plot to display. That said I don't mind the current behavior that much.