Quick answer: No.
In particular cases - > yes
Everywhere and all browsers - > no
It's something that depends on the browser, and the operating system.
First of all, we're talking about the URI SCHEME
That is, there are different protocols that do different actions. To do this, operating systems and browsers must be clear about what they should use to open this protocol.
On the other hand, browsers begin to implement the possibility of handling "custom" protocols, which can redirect you to web applications.
link
The topic, which in Windows you can also register your own handlers which is basically what they do when you install Windows
Then, in the Xbox site, you only have to detect if your browser is not Edge, and if you have windows, put a link that has "Microsoft-Edge in the header and with that, they will send you a download link , or open it directly.