Desktop Power Bi restricts hyperlinks.
Below code works for Power Bi Web.
var val = 'https://powerbi.microsoft.com';
tr.append("td").append("a").attr("href", val).attr("title", val).attr("target", "_blank").text(val);
Make sure that url is valid http or https protocol. Without the protocol the link would try searching within subdomain of https://app.powerbi.com and the page wont get displayed.
Try this out.