We have the same problem (also in QXP 8) and in our situation it's caused by fonts being activated automatically (we use the FontExplorer XTension). Closing the document and then opening and closing it a second time, we don't get the dialog box.
If you want to glance over documents, why not use Quick Look Filter for QuarkXpress (http://labs.quark.com/projectdetail.aspx?did=24)? It's not perfect, but for our use quite adequate. Select the file in the Finder and use the spacebar.