You can check what any URL does, actually; unfortunately, the browser does not make that easy.
A gemini:// link can't set cookies, but it doesn't prevent serving HTML or any other type of file. However, a browser may disable HTML with Gemini by default, or not support HTML with Gemini at all. Doing so may be useful in order to more easily answer the questions you mention.
A gemini:// link can't set cookies, but it doesn't prevent serving HTML or any other type of file. However, a browser may disable HTML with Gemini by default, or not support HTML with Gemini at all. Doing so may be useful in order to more easily answer the questions you mention.