Sorry for the delay... I did not find a solution for this but it does seem to be specific to the URL I was using.
Here's one that doesn't work:
obsidian://open?vault=my_vault&file=Work%2FArchive%2F21F%2FF21%20ARE%20451%20%E2%80%94%20ADV%20Building%20Construction%20Methods
And one that does:
obsidian://open?vault=my_vault&file=workbench
The hyphen — in the file name seems to cause problems. I can just change the file name.