Yes, I see what you mean. The same thing happens on a test I just ran on a file that requires no password, so that is not the issue.
It is similar FM behaviour if you open a FM file and before it is fully open switch to some other program (eg. I double click on a FM file, then come back to this forum—right now the FM icon is bouncing). It seems to me that FM requires to be frontmost in order to open a file.
Not sure how you would overcome this. Some sort of Applescript perhaps? Just a thought.