If no table is open, Visual FoxPro displays the Open dialog box so you can specify the file location. Once open, the table remains open once the query is complete.
So it is like saying that the table has to be opened before it will be able to run then query. That VFP doesn't automatic use the Open dialog for joins is interesting. But I would say it is always a good idea to open the tables first, so you do not confuse the users of your program (or even yourself 6 months from now).
HTH,