If I understand correctly, the Tor Browser probably will get that dialog at the next major update (when it goes from being based on Firefox 78 ESR to being based on Firefox 91 ESR). If you mean you do not want to have to give permission on a site-by-site basis to launch links in an external application, you want all sites to be able to do that automatically, there is a preference for that. Setting this to false will revert Firefox to the old ways: security.external_protocol_requires_permission (One reason this was added was that people were tricked into unknowingly joining open Zoom meetings. That's not very malicious compared with some of the other possibilities...)