Issue with "Share Mac applications with Windows"

On macOS 26 and Parallels Desktop 26, even when "Share Mac applications with Windows" is disabled, running start http://xxx.com in a Windows virtual machine still launches the macOS default browser if no browser is installed in Windows.

Why does Parallels still redirect HTTP/HTTPS links to macOS in this case, and is there a way to completely prevent this behavior so that the link is not handed off to macOS at all?