If you have elected to do so during the installation, the *.rdp file extension has been associated with Remote Desktop Manager, this means that it does not use the mstsc.exe client from Microsoft anymore.
Solution
From an elevated command prompt (run as administrator), run the following command:
ftype RDP.File="%systemroot%\system32\mstsc.exe" "%1"
Tip
Add the command above to the domain logon script to fix all of your users at once.
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