That’s a macOS dialog. PopClip has asked macOS to open the URL and it doesn’t know what do tdo with it. So it seems Chrome has not actually registered itself as a handler for chrome:
URLs.
Instead, we can create a custom extension to open such URLs in Chrome:
// #popclip
// name: ChromeLink
// language: javascript
const url = popclip.input.data.nonHttpUrls.find((url) => url.startsWith("chrome:"));
popclip.openUrl(url, { app: "com.google.Chrome" })
(The above block is an extension snippet — select it then click “Install Extension” in PopClip.)