My old desktop computer is still running under Windows XP and the email link failed using both Firefox and IE to look at messages. My laptop under Windows 10 seems to be able to deal with the link if I install Mail or Outlook. Guess it is just an XP thing that doesn't open the link anymore.
An email link does not usually (to my knowledge) open in a browser. It instead opens the default mail program on the computer you are on so if you do not have a mail program (outlook, thunderbird, live mail, etc) installed then it will not open the link. However if you mouse over the link you should be able to see the email address down in your status bar so you can use it somewhere eles (webmail, etc.)