Thanks for visiting our forum. Microsoft Teams tag is mainly focused on the general issue of Microsoft Teams application troubleshooting. Based on your description, this problem is related to Windows. The following is for informational purposes only:
- Check that you have permission to open the file.
- Check that the file can be opened locally, possibly only in the Teams application.
- Check the settings of the Office desktop application.
Otherwise, as far as I know, when you try to open the files in desktop app, it will use the URL protocol to open the related Office desktop app. You could try going to Settings > Apps & features > Default apps > Microsoft 365(Office).
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