As far as I have been able to determine, you cannot double click an interactive container field to open the file.
To get interactive behavior for a PDF file, you must select the interactive optimization option on the inspector's data tab and then must use insert PDF to insert the file.
My experiments appear to indicate that you can open a file by double clicking only if:
Insert File was used to insert the file.
"Store a reference" was selected for the insert.
And interactive optimization is not selected for the file.