Have a look at one of the SetURL widgets in the Marketplace. This will set the URL in the browser which should be what you need.
https://marketplace.mendix.com/link/component/120500
https://marketplace.mendix.com/link/component/65083
Good luck!
It would be really nice if the runtime supported this natively. Right now you have to make a trade-off between minimizing requests (using microflows to pre-load data) and having deeplink-able pages.