"Open with" default keeps resetting to Edge

Since the association of a file format to an application is a Windows function the root of all evil lays there. If it doesn't work for you, your usere account or entire system might be faulty. Create a new user account and check if it can be changed there. If not there are manifold possible reasons why it doesn't work (damaged registry, user rights problem etc.). It's impossible to say what's the problem in your specific case then I'm afraid.