Although you can already open links in the Fig app VIA an embedded Safari window if you change the settings, it should be the default setting. It would be much more convenient in general and for people who don’t know about the setting to change it.
Opening links and having them send you out to the Safari app should still be a setting, but it shouldn’t be the default one.
I hope that you agree with me. 
The Safari app being the default is no accident. There is positives/downsides to each one, the main one being that the embedded Safari does not maintain the cookies that the Safari app has. So clicking on a YouTube/Instagram/Github/NYTimes/etc loads a web page that says you aren’t sign in when you really are in Safari app, which is very annoying.
We also open up deep links if you have that app installed, for example like Reddit or Twitter, so switching to Safari or that deep linked app is consistent expeirence for the user.
When logging into a forum on Fig, you’re brought to the Safari app for authentication. Why isn’t that done in an embedded Safari window instead?
That is an OAuth process and unrelated to clicking on links.
There’s no way to do the process in-app?
I probably should’ve mentioned that many people aren’t comfortable being taken out of the app.