Edit: I just reread your question and realized I didn’t quite answer it. Leaving my original answer because it’s related, but here’s your specific answer:
The reason you don’t need a double is because you’re stubbing class methods, rather than instance methods. double is only useful for dealing with instances of the class, not the class itself.
Old answer that explains double some more:
You should always use real classes instead of test doubles when you can. This will exercise more of your code and make your tests more comprehensive. Test doubles are used in situations where you can’t or shouldn’t use a real object. For example, if a class can’t be instantiated without hitting an external resource (like a network or a database), or has a large number of dependencies, and you’re just testing something that uses it, you might want to create a double and stub some methods on the double.
Here’s a more specific example: let’s say you are testing MyClass, but in order to instantiate MyClass, you need to pass in a FooLogger:
mylogger = FooLogger.new
myclass = MyClass.new logger: mylogger
If FooLogger.new opens a syslog socket and starts spamming it right away, every time you run your tests, you’ll be logging. If you don’t want to spam your logs during this test, you can instead create a double for FooLogger and stub out a method on it:
mylogger = double(FooLogger)
mylogger.stub(:log)
myclass = MyClass.new logger: mylogger
Because most well-designed classes can be instantiated without any side-effects, you can usually just use the real object instead of a double, and stub methods on that instead. There are other scenarios where classes have many dependencies that make them difficult to instantiate, and doubles are a way to get past the cruft and test the thing you really care about.
In my experience, needing to use a double is a code smell, but we often have to use classes that we can’t easily change (e.g. from a gem), so it’s a tool you might need from time to time.