I can't comment, so here's a workaround I used: use
cmd.exe in admin mode for this!
First, type in the following:
ftype VimFile="C:\Program Files (x86)\Vim\vim81\gvim.exe" --remote-silent "%1"
This ensures that any filetype (extension) associated to the
VimFile we've set will, by double-click, open in gVim.
Next, choose a file extension (I chose
.tex for trial) to associate with
VimFile, and type:
VimFile, and therefore is opened by the
gvim.exe path we set before.
However, this workaround doesn't work with the
NERDTree plugin, so I didn't add the option of
--remote-silent "%1"; bear in mind though that this option only shows the
NERDTree tree indicating the directory of the file you have chosen to double-click.