When opening for the first time, Gmail asks to be registered as the mailto handler, but I guess people just hit "no" not knowing what's that about.
And there's probably a lot of web-based clients that didn't care to implement this, so yeah, if you want to use mailto links, you better have a big and patient customer support team at hand
Even if all web clients were perfect, and all users understood what a mailto handler is perfectly, wouldn't it still break if people have multiple email addresses? If you have a gmail and a mail from one of Microsoft's mail providers, you can only have one of those webmail pages as your default mailto handler, right?
And there's probably a lot of web-based clients that didn't care to implement this, so yeah, if you want to use mailto links, you better have a big and patient customer support team at hand