A well-formed URI implies conformance with certain RFCs. The local path in your example is not conformant with these. Read more in the IsWellFormedUriString
documentation.
A false result from that method does not imply that the Uri
class will not be able to parse the input. While the URI input might not be RFC conformant, it still can be a valid URI.
Update: And to answer your question – as the Uri documentation shows, there is a static method called TryCreate
that will attempt exactly what you want and return true or false (and the actual Uri
instance if true).