Open local files (file://) directly by click on url link as with (http://)

Currently open a local file from Desktop is not possible and from browser is very tedious as explained on May 2017 update:

https://powerbi.microsoft.com/en-us/blog/power-bi-desktop-may-feature-summary/#urlTables

"If you want to use file URLs, there are some limitations. They will not open in the Power BI Desktop, only in web browsers. For most browsers, you will need to right click on the link, copy the link address, and paste the URL in a new tab"

It will be great if can be improved the way to open the files in same way as with web images or files (http://).