I'm having the same problem and it's been going on for a long time. Opera wants to D/L pdf files if it is not set as the default to open PDF files and it's a pain. I reported the bug back in July and the said to go check the settings. Responded telling them their "fix" didn't work and that I had checked it out before I sent the bug report.
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RE: How to stop Opera resetting as the default PDF reader every time I restart my computerOpera for Windows