Thanks for your question and for including the source text of your shortcode; very helpful.
I believe you can use the pagelink_url parameter to get the results you seek. Try coding something like:
[mla_gallery post_mime_type="audio" attachment_category="New Music" mla_caption='<a href="{+pagelink_url+}">{+title+}</a>']
You can find more information in the “Attachment-specific substitution parameters for the markup template Item part” section of the Settings/Media Library Assistant Documentation tab.
I am marking this topic resolved, but please update it if you have problems or further questions regarding the above suggestion. Thanks for your interest in the plugin.