You can't track mailto links within an email.
When Marketo sends an email containing a link, the link is changed so that the link immediately goes to one of Marketo's tracking domains and then is automatically redirected to the originally linked location.
A mailto link would not go to one of Marketo's tracking domains first, it will open the user's email client instead.
Maybe create a form on a Marketo landing page instead of using a mailto link?