I think this is an issue with Sublime Text's integration with Spaces on Mac OS X, but when I right-click a file in the Finder and select "Open with Sublime Text", the file is opened properly and Sublime Text becomes the front-most app. However, if ST is in another Space, the user isn't switched to that space.
The correct behavior occurs when you do all of the above, but the file you've selected is already open in a ST project or window. In that case, you are properly switched to the other Space.
From my testing, it doesn't matter if ST is full-screen or not.
Desired behavior: The selected/opened file becomes active and visible to the user.
Customer support service by UserEcho