When you double-click on a file and launch a program, OS X sends an "event" to the program saying "Here is a file that has been double-clicked on". The program then handles the event by taking the action that the programmer feels is appropriate.
When the program is handed an alias, it receives an alias record that has a bunch of information, including a pointer to the original file. The programmer can choose whether to "resolve" the alias (by examining the alias, looking at the file it's pointing to, and then opening that file), or whether to open the alias file itself. (It is rare that you'd want to open the alias file itself, but there are times you might want to--for example, if you've written a program that checks and fixes broken aliases.)
It sounds like, for whatever reason, Filemaker doesn't always reliably follow the alias record to the original file, so it's looking at the alias file, realizing it can't open it, and throwing up a file requestor asking you to find a file it can open. That would definitely be a bug in Filemaker.
A very plausible explanation. However, it may also be a bug in Default Folder (which I happen to use). While not explicitly stated as a problem, Default Folder has indicated issues with 10.8, which they are working on.
