This is not really an IDLE issue; I only tagged it as such to make it easy for IDLE users to find.  It might or not be a python-install Catalina-upgrade issue.  It definitely is an Apple issue in that they care little for Python, nothing for tcl/tk, and released something that broke even 64-bit apps.

On my copy of Mohave, if x.py is open in IDLE, double clicking x.py in Finder does not open x.py in a new window.  Rather, it raises the existing x.py window to the top and makes it the active window.  This is what it should do.

IDLE File=>Open has a shortcut -- Command-O.  Either opens a  IDLE-specific Finder-like window.  The main difference from the Finder-app window is that selections are guaranteed to open in IDLE regardless of Finder/system settings. And once you have a file open, File-open/Command-C opens the IDLE-Finder dialog in the directory containing that file, with that file highlighted and others listed. So I consider this superior to the OS File Manager.  I also make great use of File=>Recent Files to open files.

Irv, file closing when you open another is a different issue from files not opening (but I don't know that a separate tracker issue would be useful).  It seems crazy, and was not reported by anyone else yet, but I will believe it without a movie.  Does this happen with IDLE's open dialog, or only with Finder itself?  If the latter, use the former.