Problem:
Illustriator does not always open files (Windows 10)

Don't works:
Illustrator is not open > Windows Explorer > right click on file > open file with > Illustrator opens first file, each further file is opened only with: "Drag and Drop", with open menu from Illustrator or when closing Illustrator

Always works:
Open Illustrator (empty) > Windows Explorer > right click on File > Open File with > Illustrator opens first file and each subsequent file

Is this a bug or what do I have to do to make "Open file with" always work in Windows Explorer?