Answered this question over on the forum.
But for general interest.
Claims are URI and URL are a subset of URI so you would expect that URI look something like:
So you can't have a claim type of givenName.
Mapping Given-Name to givenName gives:
System.ArgumentException: ID4216: The ClaimType 'givenName' must be of format 'namespace'/'name'.
Mapping Given-Name to http://givenName gives:
MSIS7012: An error occurred while processing the request. Contact your administrator for details. ---> System.ArgumentException: ID4213: Cannot parse the ClaimType 'http://givenName' into a constituent name and namespace.
Mapping Given-Name to http://company.com/givenName works.
Which makes sense - you can't have a website with a URL of e.g. givenName.