It appears you're not alone. Take a look at this: https://answers.microsoft.com/en-us/windows/forum/windows_10-other_settings/there-is-no-email-program-associated-to-perform/02f6d7b4-e65a-472e-87dc-3046bb501dd3?page=1

I didn't see a solution in the discussion but there are some ideas to try.

Jim.