Ctrl+J (Item | Open Document). Item | Open Shortcut is intended for opening a URL at the current selection (current attribute, URL in detail pane, etc.).
Also, if 'Tools | Options | Miscellaneous | Launch favorite externally with Ctrl down' is checked, you can use Ctrl+Alt+Shift+<letter> or Ctrl+Alt+<number> to externally launch a favorite's URL via the favorite's shortcut key combination.
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