Load page in customizer preview on panel click?

I’ve documented how to do this in my post Navigating to a URL in the Customizer Preview when a Section is Expanded, though naturally you’d just use panels instead of sections.

This should get you what you want:

(function ( api ) {
    api.panel( 'my_panel_id', function( panel ) {
        panel.expanded.bind( function( isExpanded ) {
            if ( isExpanded ) {
                api.previewer.previewUrl.set( panelPreviewUrl );
            }
        } );
    } );
} ( wp.customize ) );

You’d replace the panelPreviewUrl variable with whatever you want to navigate the preview to. And then you’d replace 'my_panel_id' with whatever the ID is for your panel.