Just to followup with some more info, I've tested this on Windows 8 with UAC enabled / disabled / completely disabled (via. registry hack) and have tried it with IE and Chrome and I can't reproduce this. It works correctly every time for me.
The error seems pretty clear the "Class", being HTTPS is not registered in the registry. So it can't find the app to open HTTPS links (Chrome in your case).
I was thinking that there might be some combination of browser / UAC settings that would cause this to manifest, but that doesn't seem to be the case. i can't think of another explanation other than the class is really not registered, there is a registry corruption or perhaps a misconfiguration.
Not sure if this is relevant, but here are some people talking about "Class not registered" on Windows 8 with Chrome:
Looks like a bunch of people have something similar, but this was with Chrome 22 which is kind of dated by now.