@sgunhouse Those settings are related to the issue in the linked thread because the linked thread specifically says "There is a setting for it, check the On Startup section." which is the settings I linked above. It seems like you are reinforcing my point that this new behavior of Opera is not at all clear how to simply open links or HTML files directly like every other browser without multiple warnings or hoops.
I am having the same problem. Here is what warning I get when I try to open an HTML file:
And no, trying to whitelist every single HTML file that is or will ever be on my PC is not an adequate solution: