I did a search and found that its not possible to double click say a RTF file and edit it with Pages.
While the internal editor works, it is not as good as say…Pages.
Selecting the file, then double click to open is a very natural action, as compared to, select, then click on the Open with External Application icon, or select, then press cmd+shit+o.
While the workaround works, this little request can save the hassle by a huge percent, considering the hundreds of times we open and close a document.
This has been requested in the past and the developers have pretty much decided to stick with the way it works now.
From a practical standpoint, your example workflow leaves much to be desired even if double-clicking on a RTF document opened the file in Pages. Pages can only export to the RTF format, so you cannot save changes to an existing RTF document that is in the database. You would have to export the document from Pages, import it into the database, and finally replace the original RTF document with the newly edited document.
Now you open and save RTF documents with TextEdit, but then DEVONthink and TextEdit use the same text editing engine, so you might as well edit in in DEVONthink to begin with.