BufferedReader cannot accept file name because it makes arbitrary reader… well buffered. It’s not BufferedFileReader, even that would accept something like Path or File, not string, because File can be remote file, should Reader now know all possible local and remote protocols and path formats? What else it must do?

You're just describing the problem. Yes, I see where they're going with this. It's still a usability nightmare. I can't think of another language that makes you jump through hoops like this on IO, and they get along fine without it.