How to solve it.
The key to changing this is to do the "Change All" trick in Get Info using a faux file:
Create a text file on your Mac desktop using TextEdit - then go to that file and change the entire name and extension to: "citrixchange.ica" - make sure you say "Use .ica Extension" when prompted.
It doesn't matter what the filename is - it's the ".ica" extension that is most important. Select the file and click "Get Info" (Command I). In the Get Info menu, go down to the "Open With" section and select the appropriate Citrix launcher you want to use. Then *IMPORTANT* click "Change All" so that it opens all files of that extension within your Mac environment rather than your Parallels.
I just fixed it for me, so it should work for you as well.
Also, make sure you change it in the Firefox preferences as well.
