I just don't think "I need to let the user open an HTML document, though not as any core part of my program's functionality" is a strong case for "well I guess I'll have to embed an entire HTML rendering engine if I statically link my deps".
It allowed some interesting things. For example, you could write applications that could read, display and modify the contents of Excel files, except they didn't do it directly; they delegated all the actual work of opening, reading, and modifying the *.xls file to Excel itself.
I wouldn't personally consider consuming a COM interface like that to be a form of linking.
That said, getting back to the broader context, I've no idea how you'd make something like that work for a GUI toolkit. But WinRT is supposedly based on COM, so maybe they got something figured out?
xdg-open [URL]
Opens the URL in the user's default browser, which is a wholly reasonable and expected way for a program to behave. Moreso I'd say than using shared libraries to pull up some sort of kludgy KHTMLPart thing.