Right now the profile URL looks like vscode-insiders://profile-github/https%3A//gist.github.com/725177503274136f427527008dbf1463
Some tools like Teams, Outlook do not detect this as a link - thus it is not clickable.
The only way out of that problem is to use https as the protocol. @joaomoreno suggests something like https://vscode.dev/profile/gist/725... that could be a page which would redirect to the native protocol.