One Drive

Hello, I have a OneDrive folder which I share to my team. THe issue we currently have is that once I have shared the folder to them and they make a desktop shortcut of this folder it's an internet shortcut. Each time they click it the online version of OneDrive opens. Although we would like that the shortcut is not an intenet shortcut. The folder should open not on the internet browser but directly on their desktop. In the past the folder worked just fine and they could open and use it on their desktop. But recently the shortcut automatically switched to an internet shortcut. What do we have