What is you default music player app?
Go: Settings (gear icon) -> System -> Default apps
Right side of window says "Choose default apps" and has a list of current default apps.
"Music player" is the 3rd one down. Mine is set to "foobar2000".
But that is just setting the default music player. You need to also check to see what file types the default music player app will open... by default.

At the very bottom of that list, there is the link "Choose default apps by file type". Click on that link and that will take you to another window. Under "Associate file types with specific apps", wait for the list to fully refresh and look for .CDA (labeled CD Audio Track). The default app on my desktop is still set to "Windows Media Player", which is why WMP opens a CD when I double-click on the CD icon, even though foobar2000 is my default music player app.
Now I have tried to change the default app for .CDA files to foobar2000 but Win10 1607 won't let me.

I am not alone.
Can't change default apps in Windows 10https://answers.microsoft.com/en-us/windows/forum/windows_10-other_settings/cant-change-default-apps-in-windows-10/989ef723-b81b-46a3-896b-a0f111b8fa7aBut... I used the foobar2000 preferences to set as the default audio CD player and that worked. I.e., when I double-click on the CD icon, foobar2000 plays the CD instead of WMP.
File -> Preferences -> Shell Integration -> enable "Set as the default audio CD player" checkbox.
What do you mean by "system is clean"? It is free of malware or it was a clean install of Win10, i.e., not an update to Win10 on top of an existing installation?