Obviously not as much as HTTP(s) but still there are FTP links which show up after a google search from time to time...I guess now I have to context switch to the file explorer...Thunar is OK but does Windows Explorer even support FTP?

There are more mailto: links on the web than ftp: ones, and yet most browsers don't natively do email.

Firefox didnt remove the protocol from existence. They just removed a feature nobody uses, which is better handled outside the browser.

I thought mailto links would open in webmail if configured?

You're getting my point. ftp links will open in an ftp client if configured.

FTP and HTTP are both about transfering files, SMTP is a very different use case.

Use your imagination. And this list. https://en.wikipedia.org/wiki/Lists_of_network_protocols

Windows' File Explorer briefly flirted with WebDAV (and still sort of supports it for backward compatibility reasons, but using it is harder than ever for new things and the buggy WebDAV implementation is mostly frozen with its early oughts idea of WebDAV quirks). It never supported FTP, because it skipped FTP for WebDAV.

Now that File Explorer has a 9p file server (from Plan 9) built in for WSL1/2 support, I wonder if you could hack together good Plan 9 style FTP support for File Explorer. I don't think the 9p server is that easy to talk to directly, though. (You could of course just do a Linux mount to FTP in WSL and maybe accomplish that through two step indirection, but I'd imagine doing something more directly in 9p would be preferable.)

I haven't tested up to more modern versions but explorer at least up to Vista had an ftp client built in, albeit not a very good one.

Edit: Just tested on Win 10 1809, ftp support is still built-in to file explorer.

Personally, I've always just associated ftp:// with my preferred client and the browser just opens my client for me when I hit one. Works pretty good.

The rare times I've needed FTP on Windows, I've found Cyberduck sufficient to do the job.

If you don't mind an abysmal speed (due to small buffer size), then Windows Explorer can access FTP (but no FTPS).