Hey, the discussion on this topic is still going on in various communities and in the idea section of power BI to add a hyperlink URL that can open in the same tab in Power BI.
If you are trying to open a report using hyperlink then try using a cross report drill through to jump from reports to another.
Below link gives information regarding the same.
https://docs.microsoft.com/en-us/power-bi/desktop-cross-report-drill-through
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