Two orthogonal vectors $\vec a$ and $\vec a_{_{\perp}}$ may not be additively related, sure. A linear combination is not possible: $$\vec a\neq k\vec a_{_{\perp}}$$
But we could easily imagine a simple linear function that did this:
$$f(\vec a)=k\vec a_{_{\perp}}$$
Imagine that a rough surface is such a function - that the physical phenomenon of "friction creation" is such a function. A function that takes the vector and converts it into a perpendicular version of itself - times some constant.
The resulting vector $\vec a_{_{\perp}}$ happens to be $k$ times shorter than the original $\vec a$, so:
$$|\vec a|=|k \vec a_{_{\perp}}|\\
a=k a_{_{\perp}}$$
This does not say that vector $\vec a$ equals vector $k \vec a_{_{\perp}}$, only that their magnitudes are equal. And now imagine that we see this behaviour in the physical world and that we rename the parameters involved and write:
$$F=\mu n$$
Again, not a vector relationship. It would be wrong to write: $\vec F=\mu \vec n$. Rather, just a scalar relationship.
So, mathematically, nothing is wrong with the formula: $F=\mu n$. The only question left is why the physical world happens to behave like this?
Imagine a rough surface as full of peaks and valleys at the microscale (microscopy image here from this source). When two surfaces like that come into contact, one will "fit into" the other by having it's peaks falling into the opposite valleys etc. In this fitted position, the touching material may adhere with different weak or strong bondings.
In order to start sliding one surface over the other, you must rip that surface free from the other. You must break the adhesion bonds and must lift the surface peaks out of the valleys. This requires some force. We call that force friction.
Naturally, the harder the surfaces are pressed together - the larger the downwards force $\vec n$ - the tougher it is to rip them apart again, so the larger is $\vec F$. Those two forces happen to be proportional in magnitude, because all other factors (like contact area, speed etc) happen to cancel out.
At very high normal forces or very soft materials, parameters like the contact area will not cancel out. In those cases, the proportionality doesn't hold and $F\neq \mu n$. The relationship $F= \mu n$ counts for small normal forces.
NB: Note that that there is a difference between static and kinetic friction. When you write static friction as $F_s=cF_n$, the be aware that the general low-normal-force relationship should rather be written as:
$$F_s\leq cF_n$$
This relationship only turns into $F_s=cF_n$ right at the limit before the static friction cannot hold anymore.
For low-normal-force kinetic friction the equality is always true, though:
$$F_k=c_kF_n$$