Hi jkr98116,
Welcome to the Apple Community.
Wondering which browser you were expecting the link to open in.
(You might want to check and see which browser is set as your default browser.)
Try this article from Apple support:
Change the default web browser or email app on your Mac:
https://support.apple.com/en-us/HT201607
If the browser is set ok:
Check the address-link in the e-mail is correct, or it won't work.
(ie: Copy / paste the link into a browser window, to check)
If you still need help, this article may help troubleshoot
If a webpage or link won’t open on Mac
https://support.apple.com/en-au/guide/mac-help/mchlp2732/mac
Also check whether have you installed any third-party (non_Apple) apps that may be causing trouble.
Eg: Virus checkers are unnecessary on Mac, and often cause trouble, also some Ad-blockers can interfere.).
Hope this helps you :-)
.