Oh, sorry, I didn’t get you tried that already (and didn’t check the MS video which requires Silverlight, BTW 
).
That is weird, especially if you are using an admin profile.
If both that and trying to associate the files extension in ‘Programs → Default Programs → Set Association’ didn’t work, I’m afraid you are right in thinking it might need a registry manual fix (can’t really remember where this stuff is on top of my head, sorry). But I’d think uninstalling and re-installing Cubase (the application only, not the plug-ins, extensions and Content) might be faster - that should also re-assign the cpr extension to Cubase.