Most of applications on my computer are never opened by hand. The only ones I open are the specialized browsers (Firefox, Banshee music player, F-Stop photo organizer, Gaim) and the utilities (Terminal, Calculator, Control Center and its applets).
The rest of the programs on my computer—the document editors like OpenOffice and Gedit and The Gimp—I open by double-clicking on a file. (Well, if I have to make a new one I may open the application, but only because Gnome's "new document" menu isn't comprehensive.)
So why don't we have a Universal Browser? There's always Back, Forward, Refresh, Stop, and an address bar in a toolbar at the top of the screen. When you double-click a file, the current window transforms into an editor for the file. Saving is done automatically. There's no Open, Save As, or New—they're done at the folder level. The only items that remain from a typical File menu would be "Print" and "Close" (and maybe they can be put somewhere else). When you're done with the file, click Back and you're returned to the folder it's in. To create a new file, double-click a "New..." item (probably the first in any file listing), select the type from a list, name it, and off you go.
Offline games? Double-click your savegame to start it up. Online ones? Your account file or character file. Web browser? Your bookmarks or your home page. E-mail and IM? Your account file.
As for the specialized browsers: why doesn't my music player pop up whenever I open the Music folder? Or my photo manager when I open Photos?
Except for utilities (and there's no way around them), the concept of "what program am I using?" is pointless to most uses of a computer. Why do we still expose this?
Personally, I think it's because it makes software companies invisible. Of course, Open Source doesn't care about that.