Except when you press the 'External Diff' button in the internal diff tool (in the bottom right pane of the UI).
I have tried multiple external diff tool configurations, even a custom one and none of them respond to Command + D or Action > External Diff. Clicking the 'External Diff' button in the internal diff view does work.
I've only found this to be the case when comparing a remote against a local (the 'Diff against current' option in the tree UI).