This issue hasn't really bothered me at all. The setting of Firefox to my default browser took care of web links as far as I could tell which is the primary thing I set my default browser for. All of the other options are file type associations. Now there, Microsoft has never handled this well and Win11 does nothing really to address that. So I have my registry updates I apply to my PCs which assign all sorts of default file type associations to my applications. Not just web type files. Of course you still have to tell Windows to use the application defined in these file types as your user choice thing. But then things mostly work as I want them. I would much prefer to see them make an actual useful way to manage file types and applications and then also save/restore those associations on other PCs and such. But it's been like this since the beginning of Windows so yeah, doubt that will ever change.