I'm running the latest 2.8.4 Gimp package on Snow Leopard 10.6.8.
If I have gimp closed and double-click on an xcf in finder, it opens just fine. If gimp is running and I double-click on an xcf, it errors out with the attached dialog:
The document "foo" could not be opened. Gimp cannot open files in the "Gimp Image" format.