This would have to be scripted separately for each sending application. The
OmniFocus Extras forum includes links to lots of user-provided scripts that you might be able to bend to your will. There is also
a thread there to post requests for scripts.
The usual way that OF handles links to files is as rich-text attachments. For example, you can drag a finder item onto a task in OF to create a link to the item. Double-clicking the link icon opens the item.
I experimented with file:// URLs in Safari and OF. The two behave the same up to a point. There are two cases. In Safari, if the link is to a file that Safari can display, like a Word document, then the folder containing the file is opened in Finder and the document is selected. In the case where Safari can display the file, like a pdf or text file, then Safari displays the document. Safari never launches the application that can handle the file as far as I can tell.
OmniFocus works just like Safari for file:// URLs, except that it can't display any documents, so it always shows them in Finder.