Can I click on the address on Apple's SMS to go directly to Gaode map or navigation?

Yes, if you press it hard, you will have a secondary menu choice.

Location * * * Enjoy:

Find TA with the mobile phone Tencent map, select a contact in the address book or enter the other party's mobile phone number, and then send an invitation message to the other party. When the other party receives the message and agrees to enjoy the location, both parties can see the real-time location of the other party on the mobile phone map. The positions of the two sides are displayed on the map with two dots of different colors, and the map can also show how many meters apart they are.