Hello @Zachi , Thank you for reaching out to us.
According to your ask currently this feature for direct link sharing of the PIM is not available, you need to go to the PIM tab to perform any role related task and settings.
But you may also Explore Azure graph API for the role assignment it might ease your task a little bit. You may refer to the below article:
https://learn.microsoft.com/en-us/graph/api/resources/privilegedidentitymanagement-directory?view=graph-rest-beta
In case you have any questions on the same, you can surely let us know and we will be happy to help you further. If this post provides you the answer you were looking for, do accept it as an answer in the interest of community members with similar queries. If this does not answer, please ask further in the comments and we will happy to address your concerns.
Thank you