The use case is indeed to open the url based on a mouse click and use the selected feature only. Reading between the lines, I assume there's no current custom widget for this?
I did find a workaround, but it's quite slow. I ended up creating a custom dataset with Arcade that contains all features from the layers that do have a URL to open in the Embed widget. Clicking a feature filters the Arcade dataset and that triggers the Embed widget to open the URL from the remaining feature in the Arcade dataset.
This solution works fine, but it's quite data-intensive. The browser is building this dataset and that can take quite a while when the original layers are large.. Any thoughts on this?