I think that's because the default app to open FTP protocol is set to Edge in your computer, but Edge doesn't support FTP protocol now. You can refer to this doc and search for "Remove FTP support" to check the detailed information.
To check the default app for FTP protocol, you can refer to the following steps:
- Click the search icon on the bottom of desktop taskbar.
- Type Default apps and press Enter.
- Type ftp in the search bar at the top of the Default apps UI.
- Check the default app for URL: File Transfer Protocol below.
- Click to change the default app for it if necessary.
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Regards,
Yu Zhou