If the link is "dead," you likely need to force Windows to recognize the protocol again.
Copy and paste the following command and hit Enter: get-appxpackage *Microsoft.GamingServices* | remove-AppxPackage -allusers
Ensure you are on the latest build, as protocol handling is updated via Windows Update.
Once finished, paste this to reinstall it: start ms-windows-store://pdp/?productid=9MWPM2CQNLHN
If the link still doesn't do anything when clicked, the registry key might be missing or pointed to a deleted file path. Press , type regedit , and hit Enter. Navigate to: HKEY_CLASSES_ROOT\msxblmultiplayer