Certain protocols trigger disconnect in Blazor

### Is there an existing issue for this?

- [X] I have searched the existing issues

### Describe the bug

When using custom protocls the Blazor app will lose the connection state when clicking the link. Except for `mailto` protocol.

Simple example:
```html
CALL
```

This issue is connected to #29259

### Expected Behavior

I do not expect the connection to close and reinstantiate again.

### Steps To Reproduce

_No response_

### Exceptions (if any)

_No response_

### .NET Version

.NET 8.0.1

### Anything else?

_No response_