Possible to give Finder back focus after opening and closing file (e.g. in editor)?
I don't know of any way to get OS X to behave like Windows in this case, but if the document you open is the only window open in that application, you can quit the app with Cmd+Q instead of just closing the window. If you need to keep the app open after closing the window, you can press Cmd+Tab to quickly return to the Finder once you close the window.