That is a mystery for me as well. The most common use I have for an external link from FTM to the Web is the "View Source Online" link at the Source Citation Screen. It always opens up in MY default browser - ie Chrome.
But, find-a-grave links from within an FTM search result and opening stories etc from AMT trees open in Explorer.
Perhaps its some kind of a legal thing with Microsoft, or the browser choice was imbedded in the actual link itself or since the link is coming from the Explorer version imbedded inside FTM it defaults to Explorer. My wish is that they would consistently allow MY default browser to respond to ALL links.