Microsoft blocks other browsers from opening Edge links by Martin Brinkmann on November 12, 2021 in Windows 11 News
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To make things even less user friendly, Microsoft changed the way the default browser is set. On Windows 10, users could set a different browser as the default, and it would open all links that browsers can open, with the exception of locked microsoft-edge protocol links.
In Windows 11, Microsoft removed that straightforward option. All that is left for users is to set each protocol individually. If you want to switch completely from Edge to Firefox, Brave or Vivaldi, you have to set HTTP, HTTPS, HTML, PDF, WebP, SHTML, FTP, HTM, Mailto, News and others, manually to the desired browser.See Ashwin's guide on changing default programs on Windows 11 for detailed instructions.
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https://www.ghacks.net/2021/11/12/microsoft-blocks-other-browsers-from-opening-edge-links/