1) When you make changes in the File Associations dialog box, by selecting Yes or No at a particular option, you need to confirm that change.
It's a pitty that you can not see the current setting for each option. "Do not change" has no signification.
2) It seems that you really need to "disable" the Adobe Reader plugin in Internet Explorer 11 to make that PDFs are opening outside the browser in a separate window (mystery solved):
- https://helpx.adobe.com/acrobat/using/d ... owser.html
3) In case that PDFs are opening outside the browser, it depends of what application has been set in Windows File Explorer to open PDFs.
You can change this behavior - via Windows File Explorer - in the following way (as you probably know):
- do a right mouse click on a PDF
- select Open with > Choose an other app
- select PDF-XChange Editor or an other PDF-app
- mark the checkbox "Always use this app to open PDF files"
- click OK.
4) Myself, I do not correctly understand the question in your last sentence:
"I don't understand is why the PDF-XChange Editor bar is displaying a PDF documents that open on my primary screen??"
Do you mean that PDFs are opening with the Editor while Adobe Reader has been set as the default?