Windows creates .URL files as links to URLs, example of content: --- [InternetShortcut] URL=https://bugs.kde.org/enter_bug.cgi?product=dolphin IDList= HotKey=0 IconIndex=0 --- Documentation of .URL format can be found here: https://fileinfo.com/extension/url When opening file with .URL extension, Windows Explorer opens Internet Browser with target URL. Will be good to have same behavior in KDE Dolphin too. So will be good if Dolphin creates files in same format, like other operation systems.
Fwiw Wine registers a handler for those files but perhaps some handling for those files could be added to KRun, re-assigning.