Hi
It's currently not possible to assign a URL to the map visual in the way that you want.
There's an idea for this, if you want to vote on it.
The only way to achieve this with a core visual would be to have a table or matrix display cross-filter the data points from the map upon selection and have one of the columns contain the URL (which you're probably already figured out).
This could be solved with a custom visual, but there are user prompts when an external URL is launched (so that we don't get developers potentially redirecting users to external URLs without their consent), so is also a sub-optimal approach for this particular use-case, unfortunately.
Probably not the answer you were looking for but hopefully allows you to consider another approach if necessary.
Good luck!
Daniel
If my post helps, then please consider accepting as a solution to help other forum members find the answer more quickly 🙂