Frames do not update the browser history by design. I was also surprised by this when I was first exploring Turbo Frames. I think my surprise was based on assumptions/expectations instilled by previous experience with client side routers in React and Ember.
It’s a different way of thinking. The mental model I’ve established, is that urls represent “screens” of my application, and frames represent different pieces that make up that screen. I think this falls inline with the Turbo Handbook’s description of decompose with Turbo Frame. If it warrants a URL change, it represents another screen in my application.