> pbrush also opens Microsoft Paint.
And in both cases, the reason was most probably backwards compatibility, so that programs which directly called WRITE.EXE or PBRUSH.EXE to open a file would keep working. Most of these are going to be 16-bit Windows programs (which AFAIK no longer work, unless you're still running a 32-bit build of Windows), or 32-bit Windows programs directly ported from 16-bit Windows programs (Microsoft designed the 32-bit Windows API to make it easy to have a single source code building both 16-bit and 32-bit versions of the same program, and to make it easy to adapt the source code from a 16-bit Windows program into a 32-bit Windows program; it was not unusual back then to offer both 16-bit and 32-bit builds of the same program, built from the same source code).
You could create a paint.bat file in C:\Windows\System32 (usually the first dir in %PATH%) that calls Paint.net instead. Something like this should work:
"C:\Program Files\paint.net\paintdotnet.exe" %* Computer\HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\App Paths