Why the difference?
Pretend all the icons on your desktop only requird one click. After you accidently activated all your programs a few dozen times throughout a few days, then you'll understand why 2 clicks are needed.
It's just a convention, of course.
Single-clicking is normally indicates selection. Single-clicking does not perform any operations, it just registers a selection. If you have a window full of icons representing files, selecting an icon doesn't do anything but change focus to that icon. The focus is usually indicated by some kind of highlighting.
Double-clicking normally performs some operation on the selection. In the case of file icons, it opens the file in the appropriate program.
I have my computer setup to single click icons to open them. However, I have only a few icons on my desktop, and am almost always in full screen for programs. I like it
Separate names with a comma.