You could help solve this issue with a piece of microcopy below the link, giving users a sense of what would happen next. You could couple with a “copy email” button next to it for users who don’t want the link to open an application that may or may not be in use.
I agree that mailto links are lazy UX. It affects not people who don’t use mail clients but ones who use web-based clients but don’t know how to or are unable to set a preference in their browser to treat their email client as the default.
Having the link text be an email address is much better than not, but still leaves uncertainty as to what will happen upon clicking.