The first one, the one that you might expect to apply to all files of the same kind, but which actually applies only to the specific file you are doing this for, is under “Open With” in the context menu that comes up when you right click the file (two finger touch by default on MacBook laptops). When you choose Open With > Other and check the “Always Open With” checkbox, you are only creating an association for the file in question, not for the file format in general.
This to me is confusing.
In order to create the association for the file type and not just a specific file, you need to instead select the “Get Info” entry in the context menu for the file. Then, under “Open with” in the window that comes up, this is where you select the application that will apply to all files of same kind.
Did you try the latter method?