Solidworks doesn't save your file to .ai. It saves it to pdf and then renames it to .ai in the background.
Maybe a good way to spot the problem is to save your file to pdf and then import it into Illustrator.
If that works then there is maybe something wrong with your illustrator installation ( or windows rename settings)
If that doesn't work then maybe there is something wrong with your Solidworks. Try a repair or contact your reseller for other solutions
with kind regards