I assume this can be fixed by getting the filename associations right under LXDE. Are you using
PCManFM to set the file association? It claims Freedesktop.org interoperability, which is usually all that is needed under Linux for most apps.
In any case, a work around would be to use the
Open With GUI Plugin. Once installed, by default (I think) it is included in the context menu for the library (right click on an ebook) but you can use Preferences -> Toolbar to change this. You can add any app to any ebook format. This is also a way to use the internal viewer for a format via "View", but have the option for an external viewer via "Open with"