Cowboy,
Good observation; indeed some servers show "directory list view" and some don't. If directory list view is enabled, then if a user types in the directory path (into the Web browser's address field) and there is no default page there to display (i.e. index.htm, index.html, default.htm, default.html) then the server shows the entire list of files and sub-directory that are present there.
This is a setting that most Web hosts allow users to have control of, from the host's control panel. If you want to change your settings on your server, please contact your Web host for specific steps you would need to take for your account.