Besides the fact that implementing a new security scheme means you have to think through every possible path and can be sure you're still missing a few, there are two major issues:
- not everybody has SPF or DKIM, and definitely not everybody has DKIM.
- both of those authenticate the domain, not the username. Within the local org network I can probably spoof email usernames without much effort.
Plus... I don't think mailto links really work universally. I remember the last time I clicked one it opened an unconfigured Outlook, even though I use gmail.