I've run in to the same problem. However, I found a workaround & perhaps a clue to whatever might be causing it.
Open a WDP created by xnview directly from explorer, you get the blank error popup.
Open xnview, use the open dialog, select "all files", you get the blank error popup. (Also of note, when you select the image/s, there is no preview image in the open dialog.)
Open xnview, use the open dialog, select "WDP", the image will open properly (and will show the preview on the open dialog).
I have tried this with both the "recognize only by extension" option checked and unchecked, results are the same.
Another, possibly related, error is that if you select "JXR" on the open dialog, both JXR and WDP images will be shown in the file list (although WDP images cannot be opened this way, the result is the same as if "all files" were selected).
example image:
http://allspark.net/cypherswipe/stonehenge.wdp
I am currently using xnview v1.99.1.
edit: I just installed 1.99.6 and most of the errors seem to have been fixed already. The only one left is when you select "JXR" in the open dialog. It still includes WDP images, but won't open them. Attempts to do so result in the standard "cannot be determined" message. The result is the same regardless whether recognize by extension is selected or not. (And "display all types" is already enabled, even though the error message suggests enabling it.)
