no, i think that if your system is correctly setup, scribus should open the document you double clicked.
but, i'm not an expert in that matter, since i always first start the program and then the document / project.
in my eyes
- it helps when multiple programs can open the same type of file
- you can use the recent files feature
- in my experience at the end you know better where your files are on the disk.
(i just checked: you can also drop a scribus file on the "file > open" dialog... as a workaround, if double clicking does not work for you)