Haha, yea it seems a bit of a nitpick.
One thing to note is that block elements can be nested inside of other block elements. In fact that’s quite common! So you can put a <ul> inside of a <div> without any trouble.
It’s just that paragraph tags are a specific type of block element, and they only really want text inside of them, because they’re meant for paragraphs. That’s why your browser complains when you try to put <ul>, <ol>, <div> inside of them.