Reviewing / trying a PR, I used the service. When first started, a terminal was already there, building the PR code. When done, I started a test Theia (yarn run start...) and got the pop-up to open the test instance in a new tab.
Later I restarted the backend, by killing the current one and re-running the command. That time I did not get the pop-up. It however worked when I tried in a fresh terminal.