If Maven uses webdav to deploy its artifacts (it is often useful when you have large artifacts) then the deployment URL is dav:http:// which then is used in Jenkins links generated by the Maven Deployment Linker plugin. This link (dav:http:// is unknow by broser and thus the plugin is useless).
For this special case were we are using webdav we can just drop the dav: from the link).
For a better fix for various upload protocols managed by Maven a good solution may be to add a configuration parameter in the project to set what is the read URL corresponding to an upload URL (or globally in the server with a mapping from->to). In all case we should be able to map several mappings as we could imagine that inside a project people are deploying in several locations (even if it's not a really good maven practice)