Vector Smart Objects in Photoshop 2019

I use windows not mac osx.  In windows there File type extension association that identify a default Application to use to process these file. Like PDF may be associated to an default application like Acrobat, Photoshop, Illustrator or any other installed application.    If smart object layers  object is a file like  *.PDF  and the user double click one the layers content thumbnail in the layers palette Photoshop will create a temp work file like TempWorkFileName.pdf and copy the object data into it. Then through the file to Windows OS. Windows will  open the Associated if it is not open  and when it is open Application and Pass the work file to it.    When Photoshop see that the work file has been changed  Photoshop updated the layers object  with the changed content and renders new pixels for the layers content.  If the associated Application is Photoshop. Photoshop will process that file like it process that file type.   If it a PDF file  and the PDF has multiple pages and image ad 3d object you will see an import PDF dialog like you see.  Perhaps OSX also has File Types association and  Your PDF file type association was changed from Illustrator to Photoshop by the Photoshop CC 2019 installer.