As of now, you cannot redirect your Power BI Report page to another page. This action will always open a new page in a browser.
But one workaround(Hypothesis, I haven't done yet but a possibility) that you can do is to create a new Page in Power BI Desktop and use the HTML visual in it and write the code to open the web URL in it.
Then you should use Page Navigation in Action Button that will navigate to the above page and you will see the website.
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