I have never in all my IT life since 1980 and Windows developments since had to go to such ridiculous lengths to do as I tried and you recommend.
I followed your instructions to reach the list of 2 columns I mentioned in my post using your better direct route. I was unfortunately not able to do as you suggest in your first paragraph because Photoshop was not listed.
I progressed to your second paragraph following some of your exact wording with other selections that amounted to the same result. I opened File Explorer, navigated to the system Pictures folder where most of my jpg files are located, then as you recommend:
"right click on a .jpg and select "open with" -> "choose another app"
tick the "always use this app to open .jpg files"
scroll to the bottom of the list of apps and click "more apps"
Thank you since so far all my jpg files open in Photoshop.
Perhaps some logical common sense would allow a direct click and drag in the 2 column list from jpg on the left to Photos on the right that opens all apps, including photoshop etc. then tick "always use this app to open .jpg files" would save time. Requiring a further open to File Explorer makes no intuitive sense at all.