I was browsing some of my Windows files (I use dual boot) while having Firefox running, then inside a folder I accidentally double clicked an .url file. What happened next was, a Wine desktop briefly opened then disappeared (I have enabled a virtual desktop on winecfg), and a new tab opened on Firefox loading the page the url seemingly pointed.

Seems a thing named "rundll32" was the one Wine executed to run the .url....
And the file's code opening it with gedit is:
URL=(the url itself)
I've never seen this before. Is this a Wine feature? Not a virus/malware related?