Is that with a single click or double click? If the latter, that simply suggests to me that somehow the .xmp file extension is associated with Messenger, i.e. that's the app that your OS has been told to open when you double-click on an xmp file. I've just checked mine and I see it's associated with ON1 Photo Raw, which means that ON1 did that when it was installed. But anyone opening an xmp file in Finder presumably only wants to inspect the contents, so changing the default to something like textedit.app would make more sense.
Do a "Get Info" on any xmp sidecar file and see what's set as the default app, and if needed change it via the drop down list.