The answer by @benisuǝqbackwards works in most cases, but not in this one as @animuson hinted at in a comment. I always attributed that to SEDE only being able to do this for the site in the URL (after data.stackexchange.com/) but apparently that is not correct :)
Anyway, since we already have the post ID and the title, we can construct the URL ourselves if we have the base URL of the site. I've described a procedure for this in another Meta Stack Exchange answer. The resulting query can be found here. As a bonus, the URLs end up in the CSV download as well (though if you really need that, it's better to drop | and the title) - this is not the case for the regular use of [Post Link].
