Open with what? Results vary widely upon clicking an URL like that. On Safari on Mac, the directory is opened in Finder. For Windows, Linux and any non-Safari browser on Mac you need to push the URL outside the browser, but while that’s not hard with Windows and Mac exactly how you do that is non-standard with Linux as you can’t just depend on something like xdg-open to be available.
Oh maybe I saw it in SyncTrayzor - maybe Syncthing-GTK doesn’t have it at all (SyncTrayzor rocks btw, it’s the best windows wrapper in my opinion thanks for making it)