It's completely inconsistent with traditional Windows design language and there's no "Cancel" button or an X in the corner to click on so you can't cancel out of it with your mouse and have to reach for Esc on your keyboard
It also tries to funnel you into a shitty Microsoft service
'Hey, we know that you've set your favourite program as the default for this file type, but we want you to use our program. Here's the choice yet again, with our program highlighted'