@Osetjka
Human beings are visual creatures.
@PieceOfMind
Most programs don't have file associations set up right away, typically done during the setup procedure (e.g. installing winamp asks what music files you want to associate with it). Whatever functions are supposed to do this in Civ V's setup might be bugged. However, if you double-click a savefile it asks what program to open it in; upon selecting Civ V it's associated. Civ V does properly provide an icon for associated files like other programs (small V on a page).
So I guess it's a 2-part problem...
After this first problem is worked around, it appears Civ V does not properly handle files passed in command arguments (this is what happens when you double-click a file in explorer)... either this is missing or the function handling it is bugged. It cannot completely be intended lack of functionality, for the savefiles
do get an icon, which someone had to actually sit down and create, so at some point it was on someone's mind (but might have been forgotten about).
The problem is likely on a lower priority for devs right now since I doubt many people use this... still, a program not correctly handling its files is a bug, even if a low-priority one.
One great thing about properly working associations is the "pinning" feature of W7. I used to always have a savegame and the quicksave file pinned to Civ IV, can just click the save and walk away from the computer for five minutes while it loads up.
