Open links in corresponding app instead of browser

When I click on a link, it is always opened in browser, even if I had installed corresponding app. For example youtube, reddit, etc.

In Settings -> Apps -> Configure apps -> Opening links -> YouTube there is the option Open supported links set to Open in this app and Supported links are youtu.be, m.youtube.com, youtube.com, www.youtube.com. Nevertheless youtube links are still being opened in browser.

This answer suggests to install Open Link in App, but I think that the system should handle this without and third party app.

I am using phone with Android 7.0.