While you can't use a modifier key with a click to trigger a macro, you could use any other KM Trigger , like a HotKey, to trigger a macro that gets the URL under the mouse, and then open it in the browser of your choice,
See:
MACRO: Create Markdown Link from Hyperlink Under Mouse [Example]
You could easily mod the script to just return the URL, instead of a MD link, then open that URL in the desired browser. You can use the KM Open a URL action and set the app to your desired browser.