This is about availability of those URLs embedded into notification e-mails generated from NAV/Business Central.
If I use Notification Method = Email with Display Target = Windows in Notification Setup, I get URL targeting the object with link to Windows client with specific "protocol" (dynamicsnav://...). This kind of link is also present in the end of e-mail referring to setups.
If I use desktop version of Outlook I can open these kind of links after confirmation in security notification which come out when you click on this URL. This opens Business Central application as expected.
However, if I try to open the same notification e-mail from web version of Outlook from Office365 portal, these links are disabled and not clickable (looks like hyperlinks get removed).
Similar thing happens if we open email in mobile email clients (mobile Outlook for Android or GMail app) and similar happens to URLs to mobile Business Central application. If we do a modification and put URLs with target to mobile Business Central application into same notification e-mails (as ms-dynamicsnav://...) they are also blocked by e-mail clients and are not operational. This is relevant for both desktops (windows) and mobile (at least for Android) platforms.

The idea is to make those links operational for all e-mail clients. If that is driven by certain security requirements or setups (either for e-mail clients or operating system), would be good that corresponding exceptions are put for restrictions during Business Central application installation.