"Open with" program NOT remembered although checkbox ticked?

When I double click in WinExplorer on an *.mp4 video file a popup appears asking me if I want to play the video with a certain program (here with well known VLC video player). As you can see in the attached snapshot I checked the checkbox to ALWAYS use VLC for opening the video. BUT: When I double click later another *.mp4 video then the "Open With" dialog re-appears again. Why is Win...