It's really annoying. If you have a matching app installed there's an Android icon in the URL bar to open it in that app instead, but it's an extra step.
I'm glad it behaves like that because for me it's really annoying when the browser throws me out to another app (especially youtube, which is so much better with adblock in the browser).
Maps is the main app that I wish would open automatically. Each time someone shares a location with me or if I need to drive somewhere it's very lengthy to open the native app. Sometimes the address doesn't stick and I need to type it again.