Fennec currently receives notifications when you send it a tab from another device:

In the current implementation you are given an opportunity to decide how you wish to make the notification actionable. We show a standard Open UI.

The rationale is that some links are better opened in a native app. For example if the link you shared is a Google Maps link, Android will suggest to open it in that app.
(Actually in case of a https://maps.google.com link it does not show any options - it will immediately open Google Maps on tapping the notification)