Multiple tickets, by multiple people, have been filed against mailto and other xdg-open requests not working properly in Linux. There seems to be no resolution, and no recognition by the developers that this is a valid problem. So here are several unresolved tickets, in one location, in hopes that some developer will take this seriously:
There are additional reports–this is a partial list. You will find others here, if you search for xdg-open.
This is very easy to investigate: Boot any Live Linux via USB, install Brave, and install some email client—such as Thunderbird. Select that email client as your preferred default email program. Click on any mailto link, and allow xdg-open to handle the request. You’ll see that nothing happens, no email window ever opens. This is not only a Brave issue: mailto works in Firefox, Midori & Falcon; but fails in Chromium, Brave, and Opera.
Even if it did work, the “remember” function is flawed, it asks for permission to remember on a website-by-website basis, rather than a protocol bases: So if you tic the box to remember mailto links on one website, it will ask you again on each new website—rather than just remembering that all mailto links should be referred to Thunderbird.
This applies to several versions–as you can tell from the age of some of these tickets. I happen to be using Version 1.18.78 Chromium: 87.0.4280.141 (Official Build) unknown (64-bit) on a Manjaro (Arch) Linux (Stable) KDE desktop
Please, developers, fix this old issue.