That is because you are opening in browser. You have to set wa.me links to open in app.

Open firefox settings, toggle 'open links in app'.

(or)

Open a chat with yourself in whatsapp. https://wa.me/your-number . You can spam anything here, it's personal and only you can see it.

They send wa.me/number-of-person-you-are-contacting in that chat. Click on it and it will start a chat with person-you-are-contacting.

All numbers MUST be in international format. Country code and number.