解决问题只需要

<activity android:name=".mine.activity.BilibiliActivity">
    <intent-filter>
        <action android:name="android.intent.action.VIEW" />
        <category android:name="android.intent.category.DEFAULT" />
        <category android:name="android.intent.category.BROWSABLE" />
        <data
            android:host="video"
            android:scheme="bilibili" />
    </intent-filter>
</activity>

public class BilibiliActivity extends AppCompatActivity {

    @Override
    protected void onCreate(Bundle savedInstanceState) {
        super.onCreate(savedInstanceState);
        setContentView(R.layout.activity_bilibili);
        finish();
    }
}