I think I found the problem, sort of
@droidmonkey That page seems to have been deleted from the wiki, but I think I found the problem, sort of. I’m using the -proposed repository, where the current proposed snapd-xdg-open (2.28.5) is just a transitional package (pointing back to snapd), as they’ve integrated xdg-open into snapd itself.
If I downgrade snapd-xdg-open back to 0.0.0~16.04 from -updates (which also requires a downgrade of snapd back to 2.27.5), the Open URL function in KeepassXC does work (with the fresh 2.2.2 release at least).
So an upcoming change in these packages will break this, unless they do some more juggling before the packages move from -proposed to -updates.