Unable to open file without first opening Parallels & Windows

I use Parallels & Windows to open a company specific operating software. I have always been able to open this (Cube Reporting File) through a file downloaded and saved into documents in finder. Did not have to before open Windows or Paralells, simply click the file in finder and it opened. As of recently the file icon has changed and I now have to open Parallels or Windows to open. Any suggestions on where to start?????

 

Hi DrewS1, you may be using Coherence view mode earlier, please switch your Windows to coherence again to check if the issue still persisting.