If you interact with ArcGIS Online via the Add Basemap, ArcGIS Online or Search window inside ArcGlobe and you click on file-based items such as LPKs and LYRs, and you also have ArcMap open, the files get sent to ArcMap instead of ArcGlobe. You'd expect them to go to ArcGlobe as you launched those dialogs inside those apps. Same issue when interacting with ArcGIS Online via the Search window in ArcScene. This is because the Filehandler determines which application to send the file to, and its built-in default rule is favouring ArcMap.