Prevent Parallels Desktop from automatically starting when double clicking a Windows file.

Is there a setting I can use to block Parallels from automatically starting when attempting to open a native Windows file from the macOS?

I'd rather get some kind of error message informing me the file needs Windows to open rather than instantly opening Windows.

 

Hi, you can right click on your file and choose "open with"-> and then choose Mac app.
Please let me know if it's not that case.