Why does Canonical appear in two audit areas?

Because it has two effects: consolidating ranking signals (SEO) and deciding which address gets indexed (Indexing). The finding is the same, the consequence is different.

Should the canonical tag point to itself?

On a standalone page, yes — that's the simplest safe state, and it prevents parameter versions from ending up in the index on their own.

This translation has not been editorially reviewed yet. The German version is authoritative. Deutsche Fassung →

Canonical in the Indexing audit area: which address applies

The canonical address names which URL is authoritative for a piece of content. The check establishes whether it's present — the substantive question of whether it points to the right address belongs in the comparison with the site structure.

This point appears in two audit areas because it affects two things: in the SEO area it's about duplicate content and consolidating ranking signals; here it's about which address even makes it into the index at all.
The most consequential mistake is a canonical address that points to the homepage. Then every subpage declares the homepage authoritative — and disappears.
Almost as common: a canonical address that points to a redirected version. The search engine then follows the tag first, and then the redirect.

Deutsche Fassung — mit allen Prüfpunkten dieses Themas