Is this normal behaviour ?
Yes. The Values tab reports fields directly from the table so in addition to styling the field (visual appearance) it will also have commands like the Run Command or Open URL commands that are available with some text styles. The Related tab shows fields from a different table, so it only shows the styling (visual appearance) but does not enable commands.
If so, could the 'open Url, open File ...' functionality be set in the 'related Tab' on the Info pane as well?
Almost anything is possible, I suppose, but (as always) there's a question if it makes sense to do something or if it's a bigger priority than other things, especially if there are maybe better ways to achieve the same end result.
The Related tab is a convenience in a small pane. It doesn't have the physical size to be a replacement for a table window or a query, so it doesn't have all the controls and capabilities that, say, a full table window has for things like handling very many rows or very many columns. My own guess (I don't feel strongly about it one way or the other) is that it's not really worth it to push many table window features into the Related tab. But I don't use it that much so I haven't really thought about it in depth.
I really like the Open URL and Run Command features. I use Run Command every day, because I have a Manifold project/table that organizes all the many projects and various builds I tend to use. I launch projects from within that project, not by launching a particular portable build from File Explorer and then hunting around through a really huge windows file hierarchy with File - Open or whatever. It's so much easier to just launch from a cell in the project with Run Command than to mess around with remembering where a project is in the Windows file system and to open it from some particular build, etc. I can order the projects and find something so much easier as well in the project using Manifold facilities instead of the filter box in File Explorer. So I get it that someone might want this in the Related tab as well.