Symptoms
Assume that you implement a new setting which is named as CustomSafeUrlPrefixes in Microsoft Skype for Business 2016. URLs that begin with one of your custom URL prefixes will correctly show as clickable links within chat messages. But if you click these links, the expected URL won't be launched in a browser.
Resolution
To fix the issue, install the February 7, 2017, update (KB3141501) for Skype for Business 2016.