Document ID Behavior

Good Day

I had a somewhat unusual scenario I wanted to share for feedback.  A customer reach to us regarding browser related messages when accessing content stored in a SharePoint Online Document Library leveraging the Document ID feature.  The customer was asking us why Google Chrome gave the message "This file type can harm your computer, do you want to keep it anyway" while Internet Explorer 11 simply stated do you want to save xxxxx.fileextension from xxxx.com? I don't believe we can change the messages browsers give you but let me give more details.

Our customer was creating Links in the Document Library thus getting assigned a Document URL. Links are a .URL file extension which is why the file is prompted for download. Sorry taking a while to get here but is there really a use case for having Document IDs for Links? Not sure there really is a purpose for that, I always picture Document IDs for Document not for Links.  Thank you