ms-word:ofe|u cannot open pdf documents in windows

Was looking at opening pdf in ms-word using https://learn.microsoft.com/en-us/office/client-developer/office-uri-schemes?source=recommendations and ran into an issue when testing this on windows.

Trying to run 

ms-word:ofe|u|<url of some pdf> 

e.g
run this in any browser: ms-word:ofe|u|https://www.w3.org/WAI/ER/tests/xhtml/testfiles/resources/pdf/dummy.pdf

Fails to open in word

However this works just fine on mac (intel and silicon)
Browser is not relevant.


Note that if one changes the file extension to a .docx it does not error and actually tries to get the file (which ofc fails later because it doesn't exist)

ms-word:ofe|u|https://www.w3.org/WAI/ER/tests/xhtml/testfiles/resources/pdf/dummy.docx

Mac behaviour:
you get the pdf to docx convertion screen and then you are shown the converted document as a .docx


Does anyone have any ideas how to make this work or if it may indeed be an issue on windows builds?