Ah. I interpreted this:
Now MC is opened but the file doesn't play.
As MC was already open, rather than it opened when the file was double-clicked on. I guess it could mean double-clicking opened MC, so yes, File Associations would be okay. It wouldn't hurt to check.
It could also be a problem with Shell Integration, which sometimes can get messed up by other applications, MC Upgrades, or just Windows itself. "Options > General > Shell Options". As Sikm has to select "Play with" in the right-click menu, it would seem the Shell Integration isn't working. See the attached image for what that should look like Sikm. Double-clicking on a file in Windows Explorer should execute the bolded action, which is "Play in Media Center". If the setting is ticked but the Shell Integration isn't working, turn it off then back on again, probably with a MC restart in between.
Note that I don't have "Options->General->Behavior->"Start playing when files added to Playing Now" ticked, but double-clicking on a media file in Windows Explorer starts playback anyway. The Shell Integration bypasses that setting. Actually, now that I check, double-clicking on a file in MC adds the whole Album to Playing Now and starts playback anyway. That sort of calls the functionality of that setting into doubt. There have been quite a few tweaks in that area though, so maybe that is now the default action...hmmm. I don't remember.
I have the "Options->General->Behavior->Double-click" setting set to "Replace Playing Now (All)", which should not start playback. Maybe it does now. But that setting only applies to double-clicking inside MC.
Anyway Sikm, check all those setting and try changing them to get it working again.