No URL set for Facebook and messenger, plus a few others in this pack. Also some such as clock and calculator redirect through the shortcut app instead of just opening the app directly.
Hi, thanks for the report.
The profile has been fixed. 
Unfortunately, some system applications cannot be opened directly. The only solution to how to do this is to open them through Shortcuts.
For iOS 15, now all the icons that you add manually with Shortcuts will open directly.