If in Finder you right mouse click on the DEVONthink database “package” you can see contents. But a purpose of macOS “packages” is to “hide” contents. DEVONthink databases not meant for rummaging around and if done, increases probability that the database will be corrupted. Not good.
If you must use Finder (which is only a view into files in the file system), then use Finder and forget about DEVONthink. But that being said, DEVONthink shows/searches/locates notes both imported and indexed. As long as you have DEVONthink, perhaps wean yourself from dependance on Finder.
Also see the following for how Spotlight (which Finder uses to search) and DEVONthink work together.