Nautilus from 20.04 will not remember custom extensions on sftp?

I have a problem with nautilus on Ubuntu 20.04 handling files of unknown type on sftp folders.

For local folders, if Nautilus does not know which application to use, it will complain about the file is of unknown type, and then open a dialog box to associate that file to an application, and will remember this choice permanently for further uses.

However, if I am doing the same by on a sftp folder instead of local one, the same file extension:

1. won't be automatically recognized, even if already associated for files on local folders
2. worse, will not remember the choice, i.e. will ask every time which application to use.

Is there anything I can do to solve this problem? Where are in general the file format -> application stored? Why do those not work on sftp?

Thanks!!