Like on standard visuals it would be much apprceciated to be able to drill through to an other page from a Custom Visual.
Thanks in advance,
As of API 2.2 context menu and drill through features are supported.
With drill through report authors can create a page in their report that focuses on a specific entry. By right-clicking on a data point in other report pages they can drill through to the focuses page to get details that are filtered to that specific context.
Please check our latest blog:
The Drill Through feature is on backlog.
We'll update once it's implemented.
Microsoft Power BI Custom Visuals