Access (the front-end app. that comes as a part of the Office Suite) makes some assumptions about what it thinks you really wanted, so it returns the records. When you use a SQL command like COUNT it returns the results, not a bunch of records. That is why you are seeing the difference.
Just FYI, Access does this sort of stuff a lot. It makes assumptions about what it thinks you wanted, and not what you really wanted. Its a good thing and a bad thing. And really confusing if you don't know that its doing that.