As others have pointed out: An array in Java is a rather "low-level" construct. Although it is an Object, it is not really part the object-oriented world. This is true for arrays of references, like String[], but even more so for primitive arrays like int[] or float[]. These arrays are rather "raw, contiguous blocks of memory", that have a direct representation inside the Java Virtual Machine.
From the perspective of language design, arrays in Java might even be considered as a tribute to C and C++. There are languages that are purely object-oriented and where plain arrays or primitive types do not exist, but Java is not one of them.
More specifically focusing on your question:
An important point here is that Arrays#asList does not do any conversion. It only creates List that is a view on the array. In contrast to that, the Collection#toArray method indeed creates a new array. I wrote a few words about the implications of this difference in this answer about the lists that are created with Arrays#asList.
Additionally, the Arrays#asList method only works for arrays where the elements are a reference type (like String[]). It does not work for primitive arrays like long[] *. But fortunately, there are several methods to cope with that, and I mentioned a few of them in this answer about how to convert primitive arrays into List objects.
* In fact, Arrays#asList does work for primitive arrays like long[], but it does not create a List<Long>, but a List<long[]>. That's often a source of confusion...