Yes, you're right it doesn't work properly for 99% of everyone because an IIF file is associated with QuickBooks when QuickBooks is installed, and you can't open an IIF file with QuickBooks by launching (double-clicking) the file, which is what this QB link/code is doing. I've no idea how Intuit came up with this, as it's pretty basic stuff to figure out that it won't work for anyone. All you need is a basic understanding of how windows works to be able to figure this out.
You can get around this sort of nonsense in QB 2019 by following these recommendations:
BRC QuickBooks 2019 IIF Import Changes and Recommendations