Hi babyblogger and welcome to BloggerForum. I'm far from an expert on Blogger (I'm into WordPress) but I assume it has to do with the fact that Blogger uses XML files for templates. XML files, at least the type Blogger uses, are not meant to be opened in a browser. They contain data which interacts with Blogger's software in the backend to produce certain results, the outputted XHTML of which is sent to your browser.
With respect to using WAMP it is the same thing. An XML file is not created with a scripting language that can execute with a program like WAMP the way a PHP file can.