That's because you opened the form template in Infopath Filler, i.e. in Preview of an XML data form created on the basis of that XSN form template.
Instead of double-clicking on the file in Windows Explorer, right click it and choose Design option (instead of Open to open in Infopath Filler) to open it in Infopath Designer.
Or open Infopath Designer and choose on ribbon File > Open > ...