How to make Airmail to open mailto: protocol link?
Solution 1:
I use RCDefaultApp to tweak this type of setting and many other. Note that while this is an older app nonetheless it still works with OS X 10.11.x too.
It's a Preferences Pane style app and it's freeware. You can read more about it and see screenshots at the web site (linked above).
Solution 2:
Open Mail >> Preferences >> General >> Default Email Reader (Select AirMail)