How do I change the email app that is opened when clicking on an email address?

This is changed through the Windows settings.

Windows 11

Go to Windows Settings | Apps | Default apps. Under Set defaults for applications, search for your email app and click on it. Change the MAILTO app to the app of your choice.

Windows 10

Go to Windows Settings | Apps | Default apps. Change Email to the app of your choice.

For Windows 8 and below

You can find an option to set the default e-mail software under Settings > Control Panel > Internet Options > Programs. If not found, in Explorer, select Options under the View menu, and select the File Types tab. Select URL:MailTo Protocol, double-click open, and enter the mail software path and options on Application used to perform action. Refer to the e-mail program help because the options depend on each mail software. Some e-mail programs do not support this function.