I don't know if this will help.
I work in a Windows 10 environment with all of my permanent SAS data sets and code files on One-drive.
All of the below references usage from Windows Explorer.
Without doing anything special the associations maintained by Windows displays the files using the same "right click" to display the menu and select activity. I had associated .SAS files with NotePad and WordPad as "other applications" prior to the move to One-drive and they maintained that association. So I can right click and select "open with" WordPad.
I did that by using the menu to select Open with (not OPEN) and then selecting another application than the default.
I have never bothered to play with the associations for the data files but I suspect the same approach would work.
With the headaches of default OPEN and the Windows registry plus all of the associations controlled by the SAS Deployment Manager or Configuration Manager (which my IT staff has disabled) I don't know if a default could be set and stay otherwise.
I don't have any SAS files on Sharepoint anywhere so no ideas there.
I haven't had any luck trying to set file associations for web browsers but then I didn't really spend a lot of time though I did try to find a way for program files to be treated as plain text a time or two.