Send To And mailto commands only work if you have a default email client installed. The Mail App in 8|8.1|10 is not an email client. Consider Windows Live Mail, or even better, a third party email client like Thunderbird. I have been using it since going from XP to Win7 in 2009. And you had to choose a program like that with Win7 because it had no email program or client installed period.
Yet Mailto is one of the defaults set for the Mail App, as seen in the Default Programs settings. I see that Sendto is not one of the defaults. I sense what you are saying, that the Mail App is not a client, yet it resides in the one and only interface of the new-old Windows 10. Fine; I would have to download a client, but that would mean admitting (while Microsoft remains silent and will not admit) that the OS is not self-sufficient (ready to work) with regard to core user operations like mailing a file straight out of an Explorer.
Also, I was trying to avoid installing a uni-tasker like Thunderbird, particularly when Thunderbird's only use to me is to make Sendto functional. I'm glad to have the Mail App; I'm glad that it supports multiple email accounts (including Yahoo, which forced you to pay for 'push' whatever-it's-called). I just need that one more thing to complete the package: Sendto.
Let's get productive: Can you make Sendto call up Gmail in my browser? I recall being able to do this in XP, unless I recall incorrectly.