Yes that is true. However this shortcut did help me looking into the notebooks. A custom iFilter should make things better. Going through the extension and their filters it seems only the standard txt filter is used. No idea if Wolfram research is designing a custom filter.

It's very annoying but I found a fix with up to now no side effects. It seem that the .nb extension has no iFilter driver linked. I believe this could just be the standard .TXT. Windows 10 and MM12.o You can start regedt32 from the windows run prompt. Go to the Computer\HKEYLOCALMACHINE\SOFTWARE\Classes.txt\PersistentHandler Double click on the Default item and copy the GUID in my case as an example: {5e941d80-bf96-11cd-b579-08002b30bfeb}

Go to the Computer\HKEYLOCALMACHINE\SOFTWARE\Classes.nb\PersistentHandler Double click on the Default item and Paste the GUID from the .txt (In my case there was no GUID entry in the Default entry which I guess triggers the "not registered message"..?)

That's it and it worked for me. Would love to hear official Support statement from Wolfram though.. I also noted that for the .m and .ma files the same entries are used and these already worked as already explained by the OP.

I would contact Wolfram support to provide you with the Windows installer for the MathematicaExtras. This will enable Windows to index nb, m, etc ... files. It seems this relevant tool got "forgotten" in the recent Mathematica installers for Windows.

I have just noticed I have the same problem. Windows 10 and Mathematica 12.