I believe it may have to do with which xda app you are using.
case in point, I must have installed the XDA Premium HD (also known as the XDA Legacy app) by mistake. Every time I click on an notification email from xda, it opens up my browser and not the xda app.
It seems that the older app does not take into account deep linking urls so the system thinks you want to view the link in a browser.
Proof of this is the app is not listed in the "Set as Default" settings page.
So go to Settings, Apps, clicking on the 3 dot menu, Default apps, Set as Default and the "Set as Default" page appears.
The Open links in apps button should be enabled.
If you installed th wrong xda app like the XDA Legacy app (XDA Premium), it will not show up on that list, but if you install the regular XDA (with ads) or the XDA Labs app (no ads), they will appear on that list.
Then and only then, when you click on a link pointing to xda, the popup will appear asking you to open the link in xda or your browser. So long as you are using the recent app and not the legacy older one.
Hope this helps.
TS out