Hi again Jesus. The purpose of the venue link as it currently operates was based on user feedback that they wanted to see a frontend venue page: that is, a map with details about the venue and a list of all upcoming events at said venue. While you could change this it would require modifying the core plugin, which is not something we advise or unfortunately can provide support on.
That being said: if I understand your goals here, couldn’t you use the “Organizer” fields to this end? Unlike venues, organizers do not create a frontend page and what you add as the organizer URL will be where the reader is taken if they click the organizer’s name from the frontend. Could you not use that here?