This is already done in last version of plugin for IDEA. When click on blue link focus move to editor, file with error opened and cursor is positioned on line with error.
Image attached.

Sorry, link work only in 'Gradle Output' tool window, when run as groovy script in 'Run' tool window no link exists in WHERE block.

As announced on the Gradle blog we are planning to completely migrate issues from JIRA to GitHub.

We intend to prioritize issues that are actionable and impactful while working more closely with the community. Many of our JIRA issues are inactionable or irrelevant. We would like to request your help to ensure we can appropriately prioritize JIRA issues you’ve contributed to.

Please confirm that you still advocate for your JIRA issue before December 10th, 2016 by:

• Checking that your issues contain requisite context, impact, behaviors, and examples as described in our published guidelines.
• Leave a comment on the JIRA issue or open a new GitHub issue confirming that the above is complete.

We look forward to collaborating with you more closely on GitHub. Thank you for your contribution to Gradle!