Why right-clicking a file has the file browser while the Settings app doesn't is beyond me. However, because shortcuts are special, you don't get the "open with" context menu on .lnk and .url files.

A Phemedrone information-stealing malware campaign exploits a Microsoft Defender SmartScreen vulnerability (CVE-2023-36025) to bypass Windows security prompts when opening URL files.

Specifically, when a .url file sets its WorkingDirectory to a remote WebDAV path, a built-in Windows tool can be tricked into executing a malicious executable from that remote location instead of ...