Hello Luc,
I think you must actually be mistaken -- Hauptwerk has never had the ability to open MIDI files by double-clicking on them outside of Hauptwerk from the operating system's file browser (Windows Explorer, or macOS Finder). (That would require Hauptwerk to have specific functionality internally, which it doesn't have.)
Instead, you need to open them from within Hauptwerk itself, either via the Recorder/Player control panel's 'MIDI file: Load ...' button, or via 'Recording | Load MIDI file ...' from the menu. When you use one of those functions, Hauptwerk will show a standard operating system 'open file ...' file browser screen to navigate to, and select, your file. You *can* double-click on the desired file to select it from within that file browser, but you can't do that outside of Hauptwerk (e.g. from Windows Explorer directly).