Show link in pivot table

If I show my data with a normal table, I have the ability to display fields as links, and use them to provide easy access to external resources linked to the data.

I'm trying to do the same for Pivot Tables, but I can't see the option to do so. The behavior seems to be that when you click on a field in a row, the pivot table is filtered by that value. Is there a way to change this behavior and display a link instead?