I want to display an index of all posts, separate from the homepage.

The current settings on my WordPress Admin > Reading is:

I have a file called archive.php in my theme folder.

But when I visit the page “Blog”, it’s loading the index.php file. Not page.php and not archive.php.

How can I make it load the archive.php template file?

The official docs (https://codex.wordpress.org/Creating_an_Archive_Index) don’t say anything about it, maybe I’m looking at the wrong docs.