Does this happen to do with wallpapers or files without extensions. Recall you mentioning about being able to open in the past, but appears ms changed the game. Without file ext, can't see any chance of Open With. Correct me if off-track.
Any file I right click and Open With has always given me choices, default, search the Microsoft Store, choose another app. Any MS Store app should be already configured as default(s) as in jpg. It has 4 Apps: Paint, Paint3D, Photos and Snip & Sketch.