Vendors sometimes have installers that create shortcuts with the target path set to a non exe file, such as a PDF file or html reference. Native install of these applications work properly, because the shell is used to resolve a program to run using the default settings for the file type.
Packages with such shortcuts are currently ignored by the Packaging Tool. Using the PSF, plus some creativity, it is possible to rework the packaging having the shortcut point to PsfLaunch and let PsfLaunch handle with information stored in the config.json file.
But PsfLaunch does not (currently) use the shell interface to launch the application, so configuring the application executable to the file will fail.
Hard-coding the FTA (changing the config.json file to tell PsfLaunch to launch an exe with the file as an srgument) is possible, but probably not desired; the launching vehicle for the file should be determined at runtime.
A better solution would be a modification to PsfLaunch to support this scenario. This could be taken on as a community project. Unless Microsoft has other plans to address it, in which case there is no sense in wasting time on such a project..