Steps to reproduce the issue

1. Create an article and menu item in Joomla, set to Registered
2. Login to the front end with a Registered user, the page will now be accessible
3. Create a MS Word document and hyperlink any text to the newly created page
4. Click the hyperlink from within MS Word (Ctrl+click is the shortcut)

Expected result

After successfully logging into Joomla, the hyperlink from MS Word should take users to the page created in Step 1 (since the session is currently active). This is the result when navigating from any other desktop based program (email clients, pdf, OpenOffice, etc).

Actual result

Despite being logged into Joomla front-end as a Registered User, when the user clicks on the link from MS Word, they are taken back to the default Joomla account profile page, which does indicate the session is still active.

System information (as much as possible)

Windows 10
Chrome 68.0.3440.106
Edge 42.17134.1.0
MS Word 2016 (only one we have to test with)

Joomla 3.8.11 (and tested a few previous versions with same results)
PHP 7.0.30
MySQL 5.7.21

Additional comments

Quick video reproducing problem: https://www.screencast.com/t/sDqh1Ms8zu

We also tried changing default browser, same result. The result of this will likely be that the problem is with MS Word. Still I think it's important for us to verify this.. a lot of people use Word and if a small update to Joomla can resolve this, it might be worth implementing.