Answer
No — there's no configuration option to make My Start Page links open in an external browser directly; they always open in IEE's embedded IE-based browser, and this behavior hasn't changed going back to IFSAPP8. If you need to actually open a link externally, press Ctrl+Shift+A to reveal IEE's address bar, then copy the URL out of it and paste it into your external browser manually — there's no automated way to do this, just this manual copy-paste workaround.