That is the Windows Photos app choosing to do things differently depending on how it is launched, and there's no other documented way to launch it that we are aware of, as with a lot of the "Metro" side of Windows.
The same problem happens if you launch it via the Open With dialog in Opus, but not the same dialog in Explorer, even though both dialogs arre handled entirely by the operating system. It seems Explorer does something special, and possibly undocumented, when it launches "Metro" applications. I can only speculate but it may have an API to pass the application the list of other files in the same folder, instead of the application working that out for itself, but I've never seen that API documented if there is such a thing.
See my reply here for more detail.