Finder does not open URL to file path

in the past, I used to click an URL to a local file in any application (e.g., TextEdit) and the finder or [Path Finder](https://cocoatech.com/#/) would open. An example for such an URL is file:///Users/username/Library/Mobile%20Documents/com~apple~Keynote/Documents/hgs%20demo.key, that points in fact to a file on iCloud. Now, when I click on such a link from say TextEdit (but also other software like in the notes section of a task in OmniFocus), nothing happens anymore. When I paste it into the URL field of a browser, the file does open however. Is there a way on macOS to set applications that open certain kinds of URLs? For example, OmniFocus ["knows" / is associated with](https://inside.omnifocus.com/url-schemes) omnifocus:///...` → Can I tell the Finder (or Path Finder) to be associated with file:///... (such that it would open a window with the associated path)? Or how can I re-enforce this association? Thanks for your help.