You see the same behaviour with links: if you click a link to a website, then macOS will load this website in Safari, and if you click a link to an email address, then macOS will launch the Apple Mail app. Whenever you double-click a file, macOS responds by opening this file in its default app. Whether it’s an MP3, a PDF, a word processing document or something more obscure, every file has a default application associated with it.
