I understand your friustration.

Something somewhat similar happens on linux, because xdg-utils has several serious flaws -- and since calibre once again declares itself as a handler for different filetypes, in our case anything that didn't have an explicit filetype set sometimes gets overridden by calibre.
calibre makes no associations because Kovid doesn't
want things to change without the user asking it to. Clearly that fell down somewhere here.

Only when the user has specifically asked to associate a filetype with calibre, should it be associated, and supposedly Windows 8 actually makes that possible.
What should happen (what Kovid wrote calibre to do) -- calibre tells Windows it can handle a bunch of filetypes. The first time you try to open any of those filetypes, Windows prompts you with a list of programs that can open it (which includes calibre) and asks you to choose one, and if Windows should remember that choice.
I'm afraid I don't know anything beyond that, since I don't even use Windows 8.