Same behavior for me since a few months. I am using Opera as my primary browser on both PC and cellphone since 2010, but nowadays because of my company SSO policy, I need to open local files and links in other apps in a different browser. Opera keeps making itself the default browser around once or twice every week and I need to go to Windows Default Apps and reset the settings over and over. Also, I am not sure what is the deal with frequent popups from Windows about allowing Opera to give access to Public/Private network. No other browser requires any such accesses. The only way forward I see at this point to open links in different browser for sure is to delete Opera from my PC.
I tried uninstalling Opera and reinstalled it with 'Make Opera your default browser' deselected, but the moment it got installed, it was the default browser again. I didn't delete user data at the time of uninstalling but the way Opera is behaving these days, not sure even that is going to help it.