In `kcmshell4 componentchooser`, I have chosen to open all http and https URLs with /usr/bin/firefox. They do indeed open in Firefox if I click a link pointing at an HTML page, but clicking (for example) a link to a PNG image opens it in Okular, as if I had chosen the "in an application based on the contents of the URL" option instead. (Incidentally, that option appears to be mislabeled; it seems to be hitting the URL itself and using the contents of the file rather than the URL itself.) Reproducible: Always I don't actually know if this is Konsole itself or some other KDE component (kio?).
Works fine on Konsole 16.12.1, but to be able to right-clik and get the "Open link" option you have to enable "Underline links" and/or "Underline files" in the profile preferences (but this might be material for a sepparate bug report).
I had the same problem and searched my way to this bug. Changing it in "kcmshell5 componentchooser" did however fix it for me. I'm using Konsole 17.04.1 on Fedora 26, so perhaps the issue is already resolved?
Mike, I think kcmshell4 would be for KDE4 - try kcmshell5 as the other comments suggest.