It looks like you've accidentally created and selected an auto-generated association between .py and python.exe. You should be able to restore the original file association to get the "Edit with IDLE" menu back. In Windows 10 the "open with" menu has an option to "choose another app". In the dialog select "always use this app to open .py files". Or go to the control panel's "default programs" app, and choose "associate a file type" and double click on ".py" in the list. Either way, select the "Python" entry with a rocket on the icon. Hopefully this selects the "Python.File" ProgId that was configured by Python's installer.

What we're trying to do here is modify the contents of the registry key "HKEY_CURRENT_USER\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\FileExts\.py\UserChoice". Python's installer doesn't have anything to do with this key. It's based on what the user selects in Explorer, and it's intentionally difficult for code to directly modify this key. It's protected by an access control entry that denies the user (i.e. programs running as the user) the right to modify the key directly, plus a hash of the user's selection. But one thing you can still do is to delete the key, which will restore the default user and system file association.