In ZODB/go when there is no schema in zurl, open automatically prepends
file:// . However filename itself could contain ":" and so generally
speaking it is incorrect to return URL without file:// schema prepended
to file name.

Another reason to always use fully-constructed URLs with schema, is
interoperability with ZODB/py - there zodburi, when given zurl without
schema, does not make any assumption that it is of file:// kind and
rejects opening such URIs.