I have the same problems with 2.4 and 2.5, version 2.3.1 ran perfect.
I just reinstalled 2.5, and (using info from this discussion) had an SD card in the D drive (I never use that drive, the box sits in a hard to reach place, I have a USB-wired external SD drive). Now it works when I double click on an .STL file, no problem.
Little but: the "save" is now automatically to the D drive, with the SD card that I stuck in. That is a choice you can override.
(bloody browser, it is a D: drive but I have to call it a D drive :-(