Rdpshell vs explorer.exe (File associations)

I have an issue. I have a WVD deployment, spring update. I try to set up file associations with the DISM method, exporting and importing the associations and using the Set Default Associations Configuration File in GPO. 

What i see is that this does NOT work with Remote Apps (we only use that). If i log on to a full desktop with the same not-working user, it kicks in and works immediately. I can then log out, and back in with a remote app and everything is ok since its now already saved in the users profile. 

Anyone else seen this and got it working? I guess it has to do with Remote Apps using rdpshell, and Full Desktop using explorer.exe as shell. Dont know..