Can not open files in Office online through my desktop.

Question

Hello,

The org i'm with has a split between E3 and F3 licenses.

E3 works fine, no problems there.

However, I keep seeing users that have difficulty opening XLSX or DOCX files through the desktop.
These files are available in OneDrive and should automatically be opening in Office Online.
Instead it asks for a default program to open with.

The setting in Edge to open Office files automatically in the browser is turned on.

I did find a workaround but it's not my preferred solution.

The workaround is as follows:

1. Go to Word/Excel/Ppt online.
2. Click on the dots on a certain file
3. Copy the share link
4. Create a shortcut on the desktop to this link
5. Opening works like it should.

Does this mean I have to create new shortcuts for everyone that is encountering these issues?
What can I do to resolve this Office/Onedrive/Desktop thing?
I tried multiple devices, multiple users, even tried to contact the MS support team but they could not reproduce it.

Could it be because these are 'new' devices it will conflict?

If you need more information please let me know because I could've missed something.