Step 5: On the next page, click on the Set your default programs option.
Step 6: Now, from the list of all the installed applications in your Windows 10, select the browser that you want to make the default browser.

Then on the right pane of the window, click on the Set this program as the default option, and click on the OK button to confirm.
Method 2: Running File Explorer as an Admin
It is possible that while you have set your default browser, you were not using an Admin account with administrative privileges. However, people those who have set their default browser as an Admin also has the same issue. Therefore, to fix it, you can try running the file explorer as an Admin and then set the Default browser.
Step 1: Firstly, open up the Task Manager. You can type Taskmgr in the Windows Search Bar.
Then from the result, click open the Task Manager. However, you can also press the Windows Key + X and then select Task Manager from the menu.

Step 2: Now, in the process tab, scroll down and search for Windows Explorer, select it, click on the End Task button below or right-click on it and select End Task.

Step 3: Once File Explorer has been stopped, you will need to start it again with administrative privileges. Therefore, in the Task Manager menu bar, click on the File option and then select the Run New Task option from the menu.

Step 4: The Run Dialog Box will open up shortly, their type explorer and check the Create this task with administrative privileges option, then hit the OK button.

Step 5: Lastly, open up the Windows Settings by pressing the Windows Key + I, there go to Apps, and then on the Default Apps tab.
Under the Web-Browser section, click on the browser, and from the options, select your default browser.
Method 3: Disabling Internet Explorer
If you have enabled internet explorer from the Windows features in Windows 10, then it might be the source reason for Windows changing your default browser issue.
Internet explorer is a very persistent browser, and it is not quite Windows 10 standard. However, it still keeps coming back as a default browser. To fix such an issue, you must disable Internet Explorer from your Windows 10.
Step 1: Go into the Windows Search Bar and type for features. From the result, click-open the Turn Windows Features on or off option.

Step 2: In the Windows Features dialogue box, scroll down, find the Internet Explorer 11 option and uncheck it, then click on the OK button to confirm it.

Step 3: After internet Explorer has been disabled, you can open up Windows Settings, then go to Apps>default Apps and set the default browser.
Conclusion
So this is how you can fix the issue of changing the default browser. The issue is minor, and users should not sweat over it. But it can obviously give you mental trauma on why your default browser is not working. In case you are still facing the issue, then make sure to follow all methods one by one.