OP describes drag-and-drop creation of *.url files in Windows:

  [InternetShortcut]
  URL=https://www.afewthingz.com/browserbookmark

In macOS, selecting URLs and dragging to Finder creates *.webloc files:

  <?xml version="1.0" encoding="UTF-8"?>
  <!DOCTYPE plist PUBLIC "-//Apple//DTD PLIST 1.0//EN" "http://www.apple.com/DTDs/PropertyList-1.0.dtd">
  <plist version="1.0">
  <dict>
      <key>URL</key>
      <string>https://afewthingz.com/browserbookmark</string>
  </dict>
  </plist>