This is an issue I came across recently. A user was unable to open links from their outlook. They could copy and paste the URL into the browser and it would work, but not directly from Outlook.
Oddly enough, there was a registry issue that was causing this. In HKEY_CLASSES_ROOT.html file, the (Default) file has for data ChromeHTML. This needs to be changed to fileHTML. Just right click, modify, and change the data. Save and close, then restart Outlook and it should do the trick.