PKG file whould be opened with Installer (Application>Utilities)
I'm not sure what's going on on your mac but to me it sounds like you need to click on a PKG file, go to File>Get Info.
In the "XXXX_XXX.pkg Info" window, go to "Open with:"
Select "Installer" ("Installer" should be the default but sounds like it's not so bare with me)
After you have "Installer" slected, click on the "Change All" button.
Hopefully this is the solution.
I'm not sure what's going on on your mac but to me it sounds like you need to click on a PKG file, go to File>Get Info.
In the "XXXX_XXX.pkg Info" window, go to "Open with:"
Select "Installer" ("Installer" should be the default but sounds like it's not so bare with me)
After you have "Installer" slected, click on the "Change All" button.
Hopefully this is the solution.