Default browser on Windows Server 2016 Remote Desktop Session Host
The four FileExts Reg keys provided Esa Jokinen work (.htm, .html, etc), but the other 3 dont (http, https, ftp).
URLAssociations\http and URLAssociations\https dont work because of Microsoft creating the Hash value in these keys unique to the server when the user sets them, so when the user roams to a different server Windows ignores the key and shows the "Choose program" dialog box instead. This is really annoying to the user. But i did find a way to fix this for my users.
To get around this, i've used the SetDefaultBrowser applet created Christoph Kolbicz located here: https://kolbi.cz/blog/2017/11/10/setdefaultbrowser-set-the-default-browser-per-user-on-windows-10-and-server-2016-build-1607/
I simply set a GPO to run the applet when the users login, and it sets Default browser in the Session to Chrome. (SetDefaultBrowser.exe Chrome)