MS saves scores as compressed backup files; can't open it by clicking it

I have a score that I'm working on, but I've noticed when I saved it that it's a compressed back up score. When I try to click on it to open it (which opens MuseScore), nothing happens. If I right click on the file then I get a menu with an option to "open with" -- but when I look at the applications to open it MuseScore isn't there.

I'm not sure what's going on -- I'm getting used to Linux, and don't understand why the file just can't be saved as a regular file, non-compressed, etc, or whatever. Can someone out there help me out? I can't extract it, because if I do then I get a folder that looks like this:

How do I get the file to open in MuseScore? I can't find anyway to choose the application to open it.