I do not have anything on hand that PS can't parse. I hate to say it (well, no, that's not true, I don't hate to say it), but in 15 years of Photoshopping I've never had a file it couldn't parse. So-o-o, what I did do was I duped an image, dragged it into a hex editor and randomly mucked with the code, tried to open it in PS and got the "cannot parse" message, deleted the extension, tried to open it in PS again and got the "not the right kind of document" message as above. Of course, at this point nothing wants to open it because the code is deformed. None of which addresses my other observation, that "right-clicking on the file does not produce the 'Open with > Adobe Photoshop CC 2015' option". If the file has an extension, it does. If it doesn't, it doesn't. There it stands at my end. Someone else will have to jump in because I can't reproduce your experience.
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