No, it's not with Windows. I've tried changing them to "Open in Mac", using both the Default apps section in Settings and by specific protocol / file extension, and they always reset to Edge upon restart. If I change them to another Windows VM browser (Chrome) though, it sticks.
And again, I ran into this exact same issue with the initial release of W10 on Parallels 10, and upgrading to 11, while running the exact same Windows install, resolved it. So the issue is how the "Open in Mac" (which was actually called something else in Parallels 10, though I can't remember what) is implemented.
Last edited by a moderator: Sep 2, 2016