I have installed an application that is associated with a particular file type. When I double click a file of that type in Finder, the application starts, but does not open the file that was clicked. If, within the application, I use “File » Open…” to open the same file, it opens it just fine. At first I thought this was the fault of the application (Simple Comic); however, I have installed an alternative application (Sequential 2) and the behaviour is the same: when double-clicking the file from Finder, the application starts up, but fails to load the file. However files are being opened just fine if I use the “File » Open” dialog.
Both applications are distributed as app bundles (i.e. no installer) and I have placed them into the /Applications folder manually.
I suspect this is a generic OS X issue, that I am not aware of, and is not related to the particular application.