This could be due to Remedy not seeing already running instance of itself and launching a new copy for each file.
If this is caused by isolation imposed by the virtual environment, one thing to try out is ALLOWLOCALINTERACTION -policy in your OSD file(s) of Remedy package. There's description of it in the App-V Team blog at:
http://blogs.technet.com/softgrid/archive/2007/09/20/a-look-under-the-covers-the-local-interaction-allowed-tag.aspxTry out if that resolves your problem; FTA issue with DDE call should behave the same with virtual apps as with locally installed one since Sequencer captures necessary DDE data for file associations so I suspect it's not because of it.
br,
Kalle