CS5 requires file extensions to open files?

I receieved some image files (jpegs) from a client. For whatever reason, they did not have any file extensions on the file name (no .jpg or .jpeg) They opened perfectly fine in Preview, but Photoshop just said:
Could not complete your request because Photoshop does not recognize this type of file
The funny thing is that, in the "Open..." dialog, Pshop displayed the preview image for the file.
Once I added a .jpg to the filename, Photoshop opened it without a problem. I don't remember Pshop being so dependent on file extensions in the past. It's been a long time since I had to deal with extensionless files, though. Is this normal behavior?

If the file type and extension don't match, there could be problems.  Photoshop goes with the file type first (as specified by MacOS guidelines).
If the file has no type, and no extension - then Photoshop has nothing to go on.  Preview does a "best guess".
(yes, Photoshop needs better guessing code, but it's not as easy as it sounds)

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