Issue

The "mailto:example@marketo.com" link in an email should open an email with pre-filled "To address" (mailto address) but nothing happens when the link is clicked

Solution

Turn off tracking for mailto: links.  Refer this article for more information on how mailto: links works and why tracking links will break it:  http://blog.teknkl.com/stop-trying-to-track-mailto-links-if-you-want-them-to-work/.