This is driving me nuts, in a recent newsletter (MacStories), rss feed (tidbits), podcast (ATP, MacStories, MPU, …) someone mentioned iOS/iPadOS app that via iCloud open a URL. The genius of using iCloud is that action will run even if the Mac is asleep at the time.
This of course is dead clever since you could use it run any url scheme based application from an action on your phone or tablet.
I use an app called Transloader where you can send a link (page or download) to any of your other devices that are also running it. The links show up in a queue (window) that you can then click on when you arrive at your Mac. This use case may be slightly different than one that immediately opens a link on a remote device. I haven’t tried the other app mentioned above.