As pointed in the comments, it is a current bug that is still open.
Taken from the github discussion, there is a workaround:

Add in the vimrc configuration file:

    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`.