This indeed is a nice feature.
Although it is possible to define an area with an overlay, the exact behavior cannot be realized yet.
You can grey out an area (with Overlay), you can define a link (with area), but you had to either implement this kind of lightbox on your server or open a new window.
We will add it to the wish list, but cannot make any commitments if and when this will be available. On case we realize it, it will most probably be done as a new plugin, controlled by a new xml file that defines the area and links.