Generally, when folks define a hyperlink in PROC REPORT and that hyperlink goes to another page, that -is- considered a "drill-down" even if the original link is drilling down to a new HTML page. That is the most common form of static drill-down available out of the box with PROC REPORT -- the URL= option.
2) if this type of drill-down behavior is possible with XML and an XSL transform, then code a custom XML tagset template and a custom XSL transform
With the SAS Add-in for Microsoft Office, you could build your Pivot Table directly from a SAS data source. But, the SAS Add-in is part of the Platform for Business Analytics. And, of course, the Platform also has OLAP cube capability, which also has the kind of expansion and drill-down features that you describe.