Just tested Build 2199 on OS X 10.7.4 by setting both hot_exit and remember_open_files to false and restarting to make sure they took. Then closed ST2 and went to the command line and did 'sublime <filename>'  and that individual file opened in ST2 just fine.
Which build of ST2 are you using? I seriously doubt this will matter, but is the file you are trying to open in the current directory or are you specifying a path to it?
 My symlink is 'sublime' because I have a wrapper script named 'subl' that I use. viewtopic.php?f=4&t=6703