To reproduce:
1) Create a new project
2) Go to Edit -> Preferences -> External Tools
3) Set the External Script Editor to Open by file extension
4) Create a new script or surface shader
5) Try double clicking either (or using Compile and Show Code on Surface Shader)

Expected: If an app has already been set by default, the script is opened in it. If not, you're asked how to open this (Reproduced both behaviors in Win 10)
Actual: Nothing happens

Reproduced in 2018.1.0f2, 2018.2.12f1, 2018.3.0b4