I recently upgraded to SQL Server Management Studio 20.0. After doing so, any time I double-clicked on a .sql file, it opened a new instance of SSMS instead of opening the file in my existing, open intance. After digging around for a bit, I finally found a registry hack that restores the appropriate behavior.

You can read about other potential solutions on the support thread at Microsoft Q&A, but this is what eventually restored the correct behavior for me:

In HKEY_CLASSES_ROOT\.sql, change the value from sql_auto_file to ssms.sql.20.0.

Depending on your installed version of SSMS, you may need to alter the version in the string.

After making this change, my .sql file icons returned to normal, and double-clicking on .sql files once again opened the files in my current instance of SSMS.

Long live the registry.