support opening vscode remote files locally in vscode tunneled mode

[JJ-Author]

I am working with the tunnels feature and connect to a vscode server (running on linux but that does not matter) from an instance of vscode that is locally installed on my Windows machine. When trying to open e.g. an xls file I get the following "error" message

The feature I am asking for is downloading the file in a temp folder and then opening it with the local app so translating all vscode-remote file identifiers to a temporary local link.