Cause: Excel (office) doesn't simply launch a browser, but does a test first. That test may fail (for example lack of login cookies) and return the wrong error message.
The solution below I found here: https://docs.microsoft.com/en-gb/office/troubleshoot/office-suite-issues/cannot-locate-server-when-click-hyperlink
1. Create a registry key
- 32 bit Office on 64 bit Windows
- 32 bit Office on 32 bit Windows
- 64 bit Office on 64 bit Windows
2. Create a new DWORD value ForceShellExecute with value 1
3. This may affect opening other documents from within Excel as well. Use at your own risk.
4. I tested the above with Office 2019 32 bits on a Windows 10 64 bits install.