Some tools can take you to another app — for example "Open in broker" on a stock widget.
The first time a tool wants to open a particular app, you're asked first and shown the full link. It only opens after you tap Allow; after that, the same tool can open that app without asking again.
A jump can only happen after you tap something; a tool can't open another app on its own. Permission is remembered per tool: allowing one tool to open an app doesn't allow any other.
To take it back, tap Revoke in Me › External app access, and you'll be asked again next time. Deleting a tool also clears its permissions.
If the app isn't installed, you'll see "No app installed to open this link"; some tools open the matching web page instead.