Using New Outlook on Windows for personal email, calendar, and contact management
I found a solution for this today, worked for me when I tested it and my end user who requested a fix.
I went to default app settings and changed the default for .wav to the legacy Windows media player. It was the newer version of media player before I changed it. After closing and reopening Outlook it worked.
Nope, this did not change the New Outlook behavior for me. After closing and reopening New Outlook and single-clicking on the WAV attachment, I still get the immediate Save As dialog; if I click the drop-down arrow on the attachment, my only options are Save to OneDrive, Copy, and Save As.
What version of the New Outlook are you and your end user running?