Could be but i can't reproduce the issue here.

Are there any error messages in the console?

Yeah, this could be Windows issue because I do not have Russian locale installed

Iv'e just committed a bit related change, which fixes issue with blender.exe -r registering blender-app.exe as the handler for .bend files (rBcb7d430).

For your thing i'm not really sure, did you type it manually to the console? I'm not really sure why you've got ? instead of actual letters.

Also, does the same issue currently happens with 2.71 official release?

Yes I typed it manually, guess it was silly move.

2.71 release is working, and if I will replace "blender.exe" on "blender-app.exe" in the Windows registry it would actually work! Thanks!

I think that "blender.exe" is no longer default executable file for the Windows platform should be announced/described somewhere, because some people like myself who are using ZIP archives instead of install packages will continue to associate their blend files with old "blender.exe", which would lead them to this problem.

The thing is, you should use blender.exe, not blender-app.exe.

I need to know exact circumstances in which blender-app.exe loads file nicely and blender.exe does not.

Associated with blender.exe

HKEY_CLASSES_ROOT\Applications\blender.exe\shell\open\command
Key: (Default)
Value: "C:\Users\Mikhail\Downloads\b\blender.exe" "%1" - no difference if I change this to blender-app.exe manually

HKEY_CLASSES_ROOT\blend_auto_file\shell\open\command
Key: (Default)
Value: "C:\Users\Mikhail\Downloads\b\blender.exe" "%1" - starts to work if I change this to blender-app.exe manually

Associated with blender-app.exe

HKEY_CLASSES_ROOT\Applications\blender-app.exe\shell\open\command
Key: (Default)
Value: "C:\Users\Mikhail\Downloads\b\blender-app.exe" "%1" - works as is

HKEY_CLASSES_ROOT\blend_auto_file\shell\open\command - entry not created