On desktop there's emails, chat apps, etc. On mobile the default browser is often used for the webview within apps, e.g. on Android I have Firefox doing the rendering for webpages inside other apps' UI, which means I can block ads thanks the uBlock Origin.
Mobile is different. But on a desktop, most people use webmails, and many chat apps are web based. I barely click any link outside of a browser on a desktop.
I click on links all the time from email (not everyone uses webmail), console, IDE, etc. Enough that yes, it very much matters. Even if not that many links happen, there's 0% chance you wouldn't end up by default using whatever browser it is that opens when you click one.
It happens all the time, for lots of people.