When opening .msh files by double-clicking them in the Windows Explorer, the mesh display settings are ignored. Examples:
Mesh.Lines = 1; Mesh.SurfaceEdges = 1; Mesh.SurfaceFaces = 1;
Other settings in that file are processed correctly. If, instead, opening the same files using File → Open in the gmsh GUI, then all is good. When opening *.geo files either way, all is good too.
The *.msh file association is set to gmsh.exe *Gmsh 2.14.1 | Windows 10 64bit