As pointed in the comments, it is a current bug that is still open.
There 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>