Microsoft not having a good time lately
Modern operating systems are very complex but that's not excuse for breaking things that used to work.
The latest glitch with Windows 10 is that it has decided to ignore some changes we make.
File associations are the things that tell programs to open your files a certain way.
For example, the file extension .docx tells your computer to open that file with Microsoft Word.
It is what tells your computer to open a photo with a photo editor.
You may wonder why there'd be options, but that is simply down to free choice. You can open files with any number of programs based on your preferences and the job at hand.
I open photos with one program to view them but a different program to edit them.
The animated GIF below, from Howtogeek, shows the choice being made and ignored for one type of file but being remembered for another.
This bug is a bit random in its choice but consistent across many computers, so if you are experiencing this you aren't alone and you'll just have to wait for a patch to come along.