After re-reading,I guess you mean "open for editing" (and SciTE4AHK starts up at this point; and wasn't running before - or activates with the now opened script), not "open = run" ?!
Sounds like a misconfiguration of the handling of .ahk files. Probably this needs to be fixed in the registry - possibly related: https://www.autohotkey.com/docs/FAQ.htm#rightclick; the fix could look similar.