So this is a long standing issue which does not seem to attract the attention of Evernote dev team so I'm trying to see how many others still have this issue too, and what may we do about it.
Basically, I think any user of the desktop version (not the new beta) would agree that the web version (classic or new) is much more crippled in comparison. You cannot edit attachments (e.g., to annotate PDFs), merge notes, etc.
There are two 'outstanding' bugs. The first is that the button "Copy Internal Link" does not do what Ctrl + Alt + L does, despite labelling the latter as a shortcut of the former. If you use the button in the Context Menu, it yields a "https://www.evernote.com/shard/" link, which does not open in browser, unless you paste that in another Evernote note (and then copy that again). As other users have pointed out, this is a great impediment to users' workflows which incorporate other apps, like OneNote, Todoist, etc. Internal links (a la evernote:///view/) can only be generated by clicking Ctrl + Alt + L.
evernote:///view/
(Of course, one may argue that this is "by design", because "internal" doesn't mean "desktop" and can include an https link. Well...)
Relatedly, the second issue is opening https links in the desktop app. Contrary to some forum users' claims that this is by design, this used to be a feature, until the development team took away the enAppInstalled cookie, perhaps with a view to forcing users to open links in the web-app instead of the desktop app. (The development team, in my collection and I would be happy to be corrected, has not explained why the cookie was removed.)
I think supposedly, another Chrome/Chromium extension can be written which automatically parses and converts https:// links to evernote:// links (the two links use similar elements). But, of course, if there can be an official solution, this would not be necessary.