Adobe reader open UNC path in MS Edge instead of File Explorer in windows server 2022 terminal server

Hello,

I am managing Citrix environment for one of my customers and currently I have a following problem:

If there is a UNC hyperlink in pdf file, Adobe reader open it automatically in MS Edge instead of File Explorer in windows server 2022 terminal server.

I do not think this issue is related to OS settings, because If I create word document, It is open in File explorer automatically, only adobe reader open it in MS edge and I do not know how to change it.

I tried multiple versions of adobe reader (currently there 2 weeks old version) and from some time It is acting like this, I think It started 5 weeks ago.

Can you please help me to solve this issue?

Thank you.

Jan