Same here on my 2018 MacBook Pro running Ventura 13.1. I installed macOS Mojave on another Volume, and Mojave Siri gives me Finder answers. I think they want you to use Spotlight Search, or they are trying to slowly remove Siri altogether...
I installed Monterey on my M1 MacBook Air (2020) and now any time I ask Siri to open a folder or even open Finder it says "finder hasn't added support for that with siri".
I though maybe it was just me until I searched for a solution to this problem.
They appear to have removed a large chunk of Siri's capabilities on the Mac, either by accident or on purpose, but have neglected to reflect that change in the official list of features. I mean, its not like Siri was all that functional to begin with, but now it's little more than an icon in the Applications folder.
Long-term planning and robust functionality is beyond today's Apple. They're trapped in Wall Street pathology. There's no vision except to make development costs go down and profit go up, by replacing Mac OS parts with iOS parts. This is not the superior product winning, just the newer product, with which they still may have some in-house familiarity, after driving away the expertise that built the prior Apple that got people like me to switch from WinTel to Apple. That Apple is gone.