This is Debian Forky
I have verified the system-wide configuration and xdg-open “mailto:test@example.comj” DOES open the mail-client of my choice.
There is a desktop-file in /usr/share/applications which obviously does the job alright.
Firefox DOES open the right mail-client, too.
Now Brave.
brave://settings/handlers is basically empty. The option “Web-Sites may …” is checked Sorry, I have to translate and cannot give you the exact English wording of the option. There is anyway only one other option.
What it does:
Brave asks me anyway upon each and every click on a mailto-link if I authorize the execution of my mail-client (the right one). It then does not open this program. Mailto-links are basically dysfunctional in Brave.
You want the desktop-file? (Why? Firefox honors it).