After having done a little reading over at the MSDN, I think the explanation of this behaviour lies in this remark on the WM_LBUTTONDBLCLK page:
Only windows that have the CS_DBLCLKS
style can receive WM_LBUTTONDBLCLK
messages, which the system generates
whenever the user presses, releases,
and again presses the left mouse
button within the system's
double-click time limit.
If your program is returning a nonzero value when it handles WM_LBUTTONDOWN or WM_LBUTTONUP, then those messages aren't sent to the target window -- as expected. However, my inference, based on the above quote, is that since no window with the CS_DBLCLKS style is therefore receiving the messages (since the hook prevents any window from receiving the messages), the system therefore doesn't feel like it needs to generate a WM_LBUTTONDBLCLK.
To put it another way, the system only generates a WM_LBUTTONDBLCLK if and only if (a) a window receives the previous WM_LBUTTONDOWN/WM_LBUTTONUP messages and (b) that window has the CS_DBLCLKS style. Since your hook prevents condition (a) from being satisfied, WM_LBUTTONDBLCLK is never generated and so a WM_LBUTTONDOWN message is sent instead.
As to a workaround, I doubt there's a perfect solution. I assume the reason why you want to receive the WM_LBUTTONDBLCLK message is so your hook knows whether or not a regular WM_LBUTTONDOWN message represents the second click of a double-click, right? In that case, what you could do is read the double-click time from the registry as Faisal suggests and have your hook measure the time between WM_LBUTTONDOWN messages, however there's a large chance that you will get inaccurate results (due to the lag time between the messages being sent). Alternatively if there's some way you could instead redirect the WM_LBUTTONDOWN/WM_LBUTTONUP messages to maybe a hidden window that your hook owns (which has the CS_DBLCLKS style), the system may end up generating a WM_LBUTTONDBLCLK message and sending it to your hidden window, which you can then process in that window's WndProc (though I don't have a lot of experience with hooking so I don't know if this is possible).