Steps to reproduce:
Orion seems to have trouble opening external applications. I am trying to open up a Roblox link in Orion but this message does not pop up like how it does in Safari. Therefore, the external app does not open.
Orion is able to open external applications.
Orion, OS version; hardware type:
Orion v0.99.120.1, M1 Air (2020), macOS Monterey v12.6
Edit 23 Oct: Like what Mcblogan commented below this post, Orion sees Roblox's launch link as an unsupported URL.