As pointed in the comments, it is a current bug that is still open. Taken from the github discussion, thereThere is a workaround:
Add in the vimrc configuration file:
nnoremap gx :!xdg-open <cWORD> &<CR><CR>
(The original github discussion was referencing to this one below, but comments made it possible an improved version.)
nmap gx yiW:!xdg-open <cWORD><CR> <C-r>" & <CR><CR>
In a nutshell, it copies the WORD (word with non-alphabetical character except space) and launch it with xdg-open
.