Fix .msc file type association | No App Associated Error

From an elevated (Run as Administrator) cmd.exe session

If you
assoc .msc
it should return with
.msc=MSCFile

If not you can
assoc .msc=MSCFile

then if you
ftype mscfile
it should return with
mscfile=%SystemRoot%\system32\mmc.exe "%1" %*

If not you can;
ftype mscfile=%SystemRoot%\system32\mmc.exe "%1" %*

or just try logging on as a new user.

Source: https://social.technet.microsoft.com/