Hey guys ,
Apple doc now says this about invoking the app clip from messages. But still the url from message is opening in Safari for me always. I have added the associated domain to the app clip and the app and also added the appclip's id in the apple app site association file
Tapping a link that someone shares in the Messages app (as a text message only)
Note
Tapping a link that someone shares as an SMS opens the App Clip’s invocation URL in Safari