I agree that this is a good change for users. And when you go to change the setting from a 3rd party browser, it even pops up a message telling you where to go to make the change (it should just pop up the default programs applet but still).
My personal issue with all this is that when you upgrade a machine to Windows 10, it resets the default browser to Microsoft Edge instead of migrating the existing setting from the old OS. It migrates tons of other settings, so there is no technical reason they could not do this too. At least it does if you chose the express install (haven't tried it out with custom yet, just playing with some VMs at the moment). Express is what 99% of people will choose of course, and they know that.