I suppose I can see an argument for popping something up before firing the schema handler when something sets location.href to a mailto: URL, but that seems like the sort of thing where you'd really want to wait for evidence that it's a problem for anyone before you implement it; it both annoys the user and complicates your code, neither of which is desirable in the absence of real provocation.
This opens 2 Thunderbird windows in Firefox 26 but only one in Chromium 31.0.1650.63.
edit: I totally agree it shouldn't be possible :)