Syntax commands never automatically assign dataset names (except DATASET NAME, of course). A file with a dataset name stays open when another file/dataset is activated. If names were automatically assigned, preexisting syntax with a lot of GET and similar commands would have been a problem. And if you were building a syntax job, you would probably want to assign meaningful names, anyway, so automatic assignment wouldn't be very helpful.
APPLY DICTIONARY and similar commands can use either file names or dataset names, of course, so a dataset name is not necessary to use it.
Dataset names are automatically assigned when working interactively, including double clicking a file as the syntax considerations don't apply. Note that you can prevent this as far as the menus go as a preference setting. I don't know whether that setting affects double-click launching.
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