Yea... it is a mystery. I've used TB for at least 10 years on 3
different versions of Windows and many different versions of TB. I've
installed TB on 8 or 9 computers of my own as well as on 3 or 4 for my
wife and 2 for my mother-in-law. In all of those installations of TB I
have never had to do anything other than just tell TB to be the default
mail client. I have never had to change the Windows settings to
accomplish the same thing. I've uninstalled and installed TB at least
10 times for TB 68 and TB 78 alone. The last time was TB 78 when it
first came out on Windows 10 1909.
As far as Windows 10 goes, I have installed CD players, DVD players,
music players, PDF readers, edit programs, and other types of programs
which are set as the default apps for different file types and have
never had to set the default through the Windows settings... always
through the program.
In any case, I won't worry about it, I just find it odd that it seems to
work differently for other folks.