I don't think it's a critical feature, but it is nice-to-have.
Imagine if you opened a direct link to a JPEG image and instead of the browser rendering it, you'd have to save it and open it in Photoshop locally. Wouldn't that be inconvenient?
Many browsers do support opening web-adjacent documents directly because it's convenient for users. Maybe not Microsoft Word documents, but PDF files are commonly supported.
Yeah, but browsers actually make use of that format. And its not like you can add a special header to jpg files to do custom reformatting of the jpeg via a turing complete language. Browsers just display the file.
Imagine if you opened a direct link to a JPEG image and instead of the browser rendering it, you'd have to save it and open it in Photoshop locally. Wouldn't that be inconvenient?
Many browsers do support opening web-adjacent documents directly because it's convenient for users. Maybe not Microsoft Word documents, but PDF files are commonly supported.