Ok, apparently all the standard apps I have can't handle #JPEG-XL. That is Preview, Safari, Chrome (didn't try, but it's been removed) and Firefox.
Firefox I expected to work, but even after enabling the option in about:config, it still wouldn't open it.
Guess even though I have the option image.jxl.enabled, it's not actually included in the ESR release.
And yes, I did restart #Firefox.