(I assume that NeoLemmix 2.0 will be fullscreen like its predecessors.)
While the option for full-screen will be there, supporting a Windowed mode is
definitely intended.
If you do decide to support file association, I suggest using a more distinct suffix for level packs, like '.leml' (lemmings level) or '.lemp' (lemmings pack), rather than the current '.dat' and '.lvl' suffix.
Yes, I'm strongly considering using more NeoLemmix-specific extensions. I haven't made any decisions about what these might be yet, though - it depends on the overall architecture of files. I would also avoid anything that conveys a general Lemmings implication, in favor of one that specifically relates to NeoLemmix (for example, all of the extensions might start with ".nx"; eg "nxlv" for levels, "nxgs" for graphic set - these are just examples, not confirmed as to-be-used).
DAT compression algorithm is almost certianly going to become a thing of the past; most likely I'll either abandon compression altogether or use ZLib. It'll remain able to import old DAT-compressed files, though, for obvious reasons. While in existing versions, the code to support DAT is already there (and easier to work with), if rewriting the majority of the code, there's little advantage to be gained from using it, especially with it becoming increasingly ineffective with higher-bit-depth graphics; I can only assume the effect would be even more pronounced when higher-
resolution graphics are also supported. At this point, there's little reason to continue using it for other formats where it does remain fairly effective (eg. levels) if an alternative such as ZLib, which functions better for the graphics, still functions very well for these other formats too.