Old post, but if someone also have this problem, as I also encountered this problem, here is a solution I found to solve this problem with Okular (and may be other apps if using KDE as desktop environment).
If you are using KDE, open Configuration panel -> Applications -> File association
Search for "http", then in "inode", select "vnd.kde.service.http".
Add Firefox in applications (or other browser) and set it as first application (if other).
You'll probably have to quit Okular if it's running (or restart session).
Note : Some indications may be different, because my interface is not in English.
xdg-open http://google.com
opens google in the wrong application? – Hi-Angel Aug 05 '16 at 13:20xdg-open http://google.com
opens correctly in Firefox. – Christian Aug 05 '16 at 13:54