high 'total_worker_time' for stored proc using OPENQUERY in SQL Server 2005
In sys.dm_exec_query_stats total_worker_time is:


  Total amount of CPU time, in microseconds, that was consumed by
  executions of this plan since it was compiled.


So it is the total CPU time for all executions of the cached plan.  The execution_count column gives the number of times the complete plan has executed, and there is also information about the lowest and highest values recorded.  The figures from the DMV are in microseconds, whereas STATISTICS TIME output shows milliseconds.  Finally, the MAXDOP hint only applies to the portion of the query that runs locally.

I noticed you are running SQL Server 2005 SP2.  There were all sorts of timing issues with that (now unsupported) release, for some detail, see:

SQL Server 2005 SP2 will introduce new messages to the error log related to timing activities.

Consider moving to 2005 SP4.