Given an Apex Class Id it is possible to build a URL to go straight to the definition. E.g. /01po00000000001
To open the same Apex Class in the Developer Console requires using the File > Open menu to find and then open the class.
The proposal is to provide a URL API for the Developer Console that will directly open the given record and connect these links into the existing UI.
There is existing functionality that does this for a Lightning Component Bundle under Setup > Build > Develop > Lightning Components with the Developer Console button.