Webpages are designed to be served by a web server. Publishing all pages of a site to a local folder will produce all the files needed for a web server to use.
By opening the file(s) directly with a browser, you’re skipping the very important web server step. Web servers like Apache, Nginx or IIS do quite a bit of “stuff” with these files prior to the end users browsers getting them. Thinks like PHP and “tidy links“ are handled.
If you’re looking to preview your site locally prior to publishing to your hosting company then you’ll need to run a web server on your Mac. Luckily that sounds more complicated than it is, there’s a product that has a free version called MAMP available. It runs full versions of Apache, mySQL and PHP on your Mac with a simple, single interface.