ITT: confusion.
Did you know: links can have descriptive text that differs from the link destination URL? If you've ever been on "the internet", you may even have seen this concept in action already!
([/extreme tongue-in-cheek not to be taken seriously]
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Even if this isn't already possible in the osu! client, I can't imagine it would be very hard to implement.
Anyway, seriously: K2J, I think lots of people are assuming that the link you mention in the OP has the link URL as its text, replacing the current behaviour entirely. ._. I don't see a need for a separate command.
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Why explicitly an osu!direct link though? This would be useful for regular players too. Maybe it could just work as a regular link if you don't have osu!direct? (OK, now it's getting more complicated. >_>)