Had that issue too, search in Start for "Default Apps", then scroll to the bottom and click "Choose default application by file type". Then scroll to .pdf and choose Sumatra. The settings window may crash for some reason, but for me the file association did seem to stick after that.
I haven't had a crash happen on that screen but it takes its fucking time loading a non-paginated list of thousands of elements. And there's no search bar IIRC. MS made this process as painful as possible and I'm convinced that that's exactly the way they want it.