Opening correct version of OneNote

This has been driving me crazy so I'm hoping someone with more Sharepoint experience than I have can help me out. I have a link to a OneNote notebook in my Sharepoint site's navigation. I would like it to open directly in the correct version of OneNote. I'm not even sure what the correct names of these versions are but I think of them as OneNote for Web, OneNote App, and OneNote Desktop. I want any links to Notebook to open in OneNote App. That is the only version where people can create, apply, and search for custom tags. As it currently works, when I click on Notebook in the navigation, it is opening in OneNote for Web (see screenshot). Then I have to click on "open in app" to get it to open in OneNote App. Based on what I've read, I changed the default to "open client app by default" under site collection features (see screenshot). So why is it not opening in OneNote App when you click on it from the navigation?