Part of the problem is the vestigial method of associating files with applications.
Mac files use to contain, in a resource fork embedded in files, a creator type (what app made and should open the file) and a file type (is the file a document, a template, etc) code. This was out of sight of the user, and we didn't need to remember obscure file extensions, although we could use them if we wanted and were considerate of our Windows brethren.
Now the tables have turned. Files don't typically use creator type and file type codes embedded in them. Instead they now rely on file extensions.
You can select a single file with a specific file extension, jpg for example. When you get info on the file, and you change the application to open that file with, there's the option to change all files to that application. Unfortunately the creator type and file type codes still take precedence when they exist. So what you've actually told the operating system is to open all files with no creator code or file type to open with one application.
You should be able to override the creator code/file type setting though. When you find a file that hasn't gotten the message repeat the process to change the default app. This will change all files that have similar creator code/file type. Eventually you'll get most of them.
