Why are some Org links opening outside Emacs?

Org has its own mechanism to determine how best to open a link. This affects the ‘file:’ link type, but also the ‘denote:’ one (which is designed to be as close to ‘file:’ as possible).

When following a link, Org usually displays the data in an Emacs buffer, though it might launch an external application instead. The idea is to use a specialised program when that is relevant, such as to display a video. Though there can be scenaria the user does not like, such as when Org decides to load ‘.md’ or ‘.html’ files with an external app. To compound the problem, users can name any file type using the Denote file-naming scheme, including images, PDFs, videos, and more (Renaming files).

To instruct Org to stay in Emacs for such cases, the user needs to modify the variable org-file-apps, which is not specific to Denote. As one use-case, org-file-apps associates a regular expression to match file names with a method on how to display them (do ‘M-x describe-variable’ and then search for org-file-apps to read its documentation). Thus, the user can use something like the following in their Org or Denote configuration:

;; Tell Org to use Emacs when opening files that end in .md
(add-to-list 'org-file-apps '("\\.md\\'" . emacs))

;; Do the same for .html
(add-to-list 'org-file-apps '("\\.html\\'" . emacs))

Each of these adds a new entry to the existing value of that user option. Replace ‘md’ or ‘html’ with the desired file type extension.