The "Left Click Sets Now" option doesn't change anything regarding this behaviour. I just tried it with it on and with it off - no difference. Similarly, the double click behaviour option for MIDI clips lets me specify Piano Roll (the default, I think), but not the time at which it opens.
If I double click on a clip to open it in the Piano Roll, I want to see it in the Piano Roll. I don't see there's any reason why it should show me the Now time. If I wanted to see the clip at the Now time, I could click that clip instead.
I've not reported it as a problem, at least in part because it seems like this might have been a conscious choice somewhere down the line. No idea why.