Subdomain confusion—why do they all have to forward somewhere rather than act as a new website experience?

Site URL: https://expertlypaul.com

I would like to set up subdomains on my primary domain expertlypaul.com in order to create distinct site experiences for users coming for very different purposes—specifically career coaching and freelance writing.

My hope was to be able to have writing.expertlypaul.com be an actual link I could send people to but it seems the only option is to forward subdomains somewhere else.

Is this an odd limitation within Squarespace DNS? I've worked with plenty of companies and organizations in the past where they have blog.domain.com as the actual landing page URL (and normally a link in the main nav that allows them to go back to the primary domain) for their blog and the main nav is their blog topics (as opposed to the navigation menu you would find on their primary website like "about," "contact us," etc.)