In version 4.3 of the desktop app when a connection link is created for plugins such as GitHub or Jira, nothing happens when you click the link.
After speaking with members of the Integration team, it seems this may have been introduced by the newer Electron version in the desktop.
Install and enable GitHub plugin on a Mattermost server
Login from the desktop app
Type `/github connect`
Click the resulting link
Expected: Desktop app opens a Chrome window to authenticate and map user
Observed: Nothing happens
See description for steps. Use v4.3.0-rc3 or later.