The Local Group Policy setting in the link only affects Windows Store apps:
"This policy setting lets you control whether Windows Store apps can open URIs using the default desktop app for a URI scheme. Because desktop apps run at a higher integrity level than Windows Store apps, there is a risk that a URI scheme launched by a Windows Store app might compromise the system by launching a desktop app."
I haven't tried the registry setting, maybe that will also block normal desktop applications? Edit: it looks like the BlockProtocolElevation setting also only affects Windows Store apps.
