Wavelab 9.5 kicking up from finder (mac)

I agree that this wording is strange. Do you mean that you do not want the last file you had open in WaveLab to appear when you reopen WaveLab? (See attachment).

Or do you mean that you’re accidentally double clicking on a file in the Mac Finder and that causes it to open in WaveLab? If you press command + I on a WaveLab file, you’ll be able to see what the default app is for a given file type like WAV.

Anyway, you might want to re-word the problem so we can help.