Hi Wudstock, when you open a shortcut, does the main iCloud.com page open in Chrome or the actual "app" you've selected?
I'm on Windows 8.1 and have disabled IE and have Chrome as the default browser, but for example when I click on "Contacts", Chrome opens icloud.com instead of https://www.icloud.com/#contacts. When I had IE installed, it opened straight to the page.
For those who are unclear on the problem, this isn't readily solved just by setting the browser default, as the shortcuts actually are sent through an icloud application in Windows before opening the browser. When you click the icon for "Contacts", this is what actually is run:
"C:\Program Files (x86)\Common Files\Apple\Internet Services\iCloudWeb.exe" contacts
I haven't yet found a config file in the C:\Program Files (x86)\Common Files\Apple\Internet Services directory that could change this behavior in Chrome.
My workaround right now is to just create a new shortcut to https://www.icloud.com/#contacts and change the icon. This skips iCloudWeb.exe application and opens Contacts straight in the browser.