I have run into an issue recently with my last couple of images. I typically browse through the stock.adobe.com site online, then select and license my image from there. I then bring up photoshop, double click the licensed image in my library and edit away. The last two images licensed do not allow me to do that. I get a message stating that they cannot be opened in Photoshop directly, but have to be placed within a document. Why is this?
Let me know if you need further info.
It is most likely because they were vector .ai images. You need to edit those in Illustrator. You can as the message says place them in your work in Photoshop but if you want to actually edit the file you need to use Illustrator.