Here it is:

#!/usr/bin/zsh

nl=$'\n'
dnl=$'\n\n'

url=$1
msgcontent=$url; shift
argi=1
for arg ($@); do
    argi=$(($argi + 1))
    msgcontent=${msgcontent}${nl}Argument\ ${argi}': '${arg}
done

title="${0:A}"
msg="An application attempted to open a web page:${dnl}\"${msgcontent}\"${dnl}Copy the URL to clipboard?"

kdialog --title $title --yesno $msg
answer=$?

if [[ $answer = 0 ]]; then wl-copy $url; fi

If you want to translate it to Bash, keep in mind that arrays behave differently between the two shells, and syntax like for arg ($@); do would likely misbehave or not work at all.

Also, there's an issue where some applications do something weird, and the URL seems to be a zero-length argument. I have absolutely no idea what's up with that.