I cannot load saved games. Def Edition

I have the game on pc and I got it through steam. I originally purchased a version through Microsoft store and didnt have this problem. I can save again, but now it saved as a file and not in the game. I cannot get the file to work nor can I import it into the game. It still saves, but I cannot resume playing a saved game. It asks me where I want to run the file, like in Microsoft app store, or notepad or something but I cannot select AOE2 because it is now an option