I have a similar issue. I cannot set ST3 as the default program for some files.
When I right click on a file, go to Open With, then "Choose Default Program," from there I click Browse, go to my Sublime Text 3 directory and select "sublime_text.exe" after pressing the "Open" button in that dialog, Windows will not show Sublime Text as an option in the "Open With" dialog, and it reverts back to what ever was set previously. (Notepad++ in my case.)
Windows 7 Enterprise 64bit SP1
ST3: Build 3033
I view this as a bug in ST3, and something that should be fixed. A registry hack doesn't exactly fit with my expectations.