Going into any given files properties, and changing the "open with" property has not affect on anything that isn't a default windows application.
Go to Settings -> Apps -> Default apps -> Choose default apps by file type. There, you can change the default app based on file extension.
It's a know bug. Windows 10 V1803 is affected. Several blogs and websites are starting to report it. I have this issue too. No matter which way you tryo, you cannot set the file association to some softwares (in my case I can't set jpeg to Adobe Bridge, for example). Hopefully MS will fix it in the next patch. Until then you'll have to live with the problem.