This is because chrome handles the mailto in different way. You can got to chrome://settings/handlers and make sure that which is the default handler. In your case it will be none. Now go to gmail.com. You should see something like this when you click on the button beside the bookmark button.
If you wish to open all email links through gmail then set use gmail. Now when you click on mailto button, chrome will automatically opens in gmail.
Note : mailto tag is universal html tag to send email. We had already reference you the article for further reference, that will help you on this.