Yup. This was the main thing that bit me when I was first getting into Go. File names are kind of like classes, and directories are kind of like modules. The encapsulation sits at a slightly different layer than you might expect.
The main benefit is that you can easily figure out what is where!
Navigating unfamiliar Go codebases yields very few surprises: things are almost always where I expect to find them, and it's great! This is hardly the case with other languages, where I have to rely on grep or trace function-calls
Either could be desirable or undesirable depending on your goals. It's good to be aware of the dynamics so that you can make an informed choice about how to present your code.