System Information
Win7 x64
Blender Version
Broken: 2.72
Worked: 2.71
Short description of error
There seem to be two "instances" of Blender: one is the launcher, and the other is the application itself. When you pin the launcher icon (one from the start menu program list) to the taskbar, it does have the recent file jump list, but if you click on it, it creates a new running task icon. If you pin that running icon instead, it works properly on click, but lacks the jump list.
Clearly caused by blender.exe vs blender-app.exe