I'm using the latest 18.04 KDE. I subscribe to push notification from a website. The notifications that it stores don't give you a link to the related page.
However, the popup notifications that show for 5 seconds will link to the related page. If you miss that notification and go the tray app, it will only take you to the root of that site.
Before putting the KDE version on this laptop I had the Cinnamon edition. The notifications worked correctly on Cinnamon.
I have tried subscribing to the push notifications using Chromium, Firefox and Chrome.