Jump List for Explorer in Windows 10
At the suggestion of a post in a topic about this very question, I looked into the hooks that the program WinCDEmu placed in my system.
I found that removing the Context Menu Handler (via the Registry) for WinCDEmu allowed the click on the item in the Jump List to open the item successfully.
I didn't test for files, since I only use folders in the Jump List, but the following Registry script will remove the WinCDEmu handler from the Context Menu:
Windows Registry Editor Version 5.00
[-HKEY_CLASSES_ROOT\Folder\shellex\ContextMenuHandlers\WinCDEmu]
If you ever wanted to restore the Context Menu Handler, you would use this Registry script:
Windows Registry Editor Version 5.00
[HKEY_CLASSES_ROOT\Folder\shellex\ContextMenuHandlers\WinCDEmu]
@="{A9901FCD-B4DF-43A1-BD5D-6C9F88679497}"