After double-clicking on a Gretl file on Finder (the Mac equivalent to Windows Explorer) the data set or session is not opened if a a Gretl session is already running. If Gretl is not running on the system, double-clicking on a Gretl file produces the desirable output: Gretl starts, and the data is loaded.
This bug is Mac-only, as the Windows version is not affected.
The workaround for this bug is simple: open the Gretl files using the Menu File > Open Data or File > Session Files.
This bug was detected on Mac OS 10.6.8 (Snow Leopard). Priority 4 or 5.