Set the DevTools panels to open in the sidebar:

  "dart.devToolsLocation": {
    "default": "sidebar", 
},

In one of the panels in the sidebar, click on one of the links in the footer (e.g. "Read docs")

Expected behavior:

VS Code asks if you want to open the external website, like it does when you click on a link from a DevTools panel when it is not embedded in the sidebar (see screenshot)

Actual behavior:

Nothing happens, can't open the link

Note: I initially discovered this because I was trying to add a footer to the Property Editor that would let users file a bug / open the documentation.