Do not create a default value when registering file associations, and especially don't delete it. Also see https://docs.microsoft.com/en-us/windows/win32/shell/fa-file-types#deleting-registry-information-during-uninstallation

Examples/Example3.iss

@@ -39,7 +39,6 @@ Root: HKA; Subkey: "Software\My Company"; Flags: uninsdeletekeyifempty
 Root: HKA; Subkey: "Software\My Company\My Program"; Flags: uninsdeletekey
 Root: HKA; Subkey: "Software\My Company\My Program\Settings"; ValueType: string; ValueName: "Language"; ValueData: "{language}"
 ; Associate .myp files with My Program (requires ChangesAssociations=yes)
-Root: HKA; Subkey: "Software\Classes\.myp"; ValueType: string; ValueName: ""; ValueData: "MyProgramFile.myp"; Flags: uninsdeletevalue
 Root: HKA; Subkey: "Software\Classes\.myp\OpenWithProgids"; ValueType: string; ValueName: "MyProgramFile.myp"; ValueData: ""; Flags: uninsdeletevalue
 Root: HKA; Subkey: "Software\Classes\MyProgramFile.myp"; ValueType: string; ValueName: ""; ValueData: "My Program File"; Flags: uninsdeletekey
 Root: HKA; Subkey: "Software\Classes\MyProgramFile.myp\DefaultIcon"; ValueType: string; ValueName: ""; ValueData: "{app}\MyProg.exe,0"

Projects/CompWizard.pas

@@ -1047,7 +1047,6 @@ begin
     { AppAssocation }
     if CreateAssocCheck.Enabled and CreateAssocCheck.Checked then begin
       Setup := Setup + 'ChangesAssociations=yes' + SNewLine;
-      Registry := Registry + 'Root: HKA; Subkey: "Software\Classes\' + AppAssocExtEdit.Text + '"; ValueType: string; ValueName: ""; ValueData: "' + AppAssocKey + '"; Flags: uninsdeletevalue' + SNewLine;
       Registry := Registry + 'Root: HKA; Subkey: "Software\Classes\' + AppAssocExtEdit.Text + '\OpenWithProgids"; ValueType: string; ValueName: "' + AppAssocKey + '"; ValueData: ""; Flags: uninsdeletevalue' + SNewLine;
       Registry := Registry + 'Root: HKA; Subkey: "Software\Classes\' + AppAssocKey + '"; ValueType: string; ValueName: ""; ValueData: "' + AppAssocNameEdit.Text + '"; Flags: uninsdeletekey' + SNewLine;
       Registry := Registry + 'Root: HKA; Subkey: "Software\Classes\' + AppAssocKey + '\DefaultIcon"; ValueType: string; ValueName: ""; ValueData: "{app}\' + AppExeName + ',0"' + SNewLine;