OK, now I got it.
According to what Pierre said me in other threads and to what I understood from what he said, it is not a bug ( ).
For List and Icons modes file type recognition is driven ONLY by 'Scan headers in folders' option. If it is turned off, XnView does not recognize images in file list as images and treats them as Other files. (Note that if you have 'Use color' option on the captions are not colored.) So when you use Open action for Other files, XnView uses action from Browser>Open action, which defaults to Open in associated program. You probably have XnView assigned to image files, so it works as expected- opening another XnView instance.
Clear now?
X.