Somehow the action for opening folders has got confused.
I think at some point I tried to open a folder with banshee, and now when I try to open a folder, it always ends up in banshee.
This is from the "places" menu, and docky.
I'm not sure where to change this behaviour, and can't get the default behaviour back, without uninstalling banshee.
e: After uninstalling and installing banshee again, the behaviour comes back, so there must be something editable somewhere that is causing this.