Editor warnings are opened in MD and VS
2. How we can reproduce it using the example you attached

1. Open Attached project, Test scene (there is a terrains with trees as fbx-models with mesh colliders).
2. You'll get :
"TerrainCollider: MeshCollider is not supported on terrain at the moment."
"The tree could not be instanced because the prefab contains np valid render" or other warnings for fbx-models.
3. Doubleclick on warning.

Actual result: VS tries to open fbx-file.
Errors in console:
m_CurrentEntriesPtr != NULL && m_IsGettingEntries
UnityEditorInternal.LogEntries:GetEntryInternal(Int32, LogEntry)
UnityEditor.DockArea:OnGUI()

object
System.Collections.Stack.Peek () (at /Users/builduser/buildslave/mono/build/mcs/class/corlib/System.Collections/Stack.cs:321)
UnityEngine.GUILayoutUtility.EndLayoutGroup () (at C:/buildslave/unity/build/Runtime/IMGUI/Managed/GUILayoutUtility.cs:280)
UnityEditor.SplitterGUILayout.EndVerticalSplit () (at C:/buildslave/unity/build/Editor/Mono/GUI/Splitter.cs:491)
UnityEditor.ConsoleWindow.OnGUI () (at C:/buildslave/unity/build/Editor/Mono/ConsoleWindow.cs:496)
System.Reflection.MonoMethod.Invoke (System.Object obj, BindingFlags invokeAttr, System.Reflection.Binder binder, System.Object[] parameters, System.Globalization.CultureInfo culture) (at /Users/builduser/buildslave/mono/build/mcs/class/corlib/System.Reflection/MonoMethod.cs:222)

Seems to be a regression since 5.2 (does not repro in 5.1.3p3).
Reproduces in 5.2.2p4, 5.3.3p2, 5.4.0b8.