How to jump to line in external editor?

The external editor configuration supports a line number, but as far as I can tell, there’s no way to actually jump to a specific line while you’re reviewing the code (helpful for large diffs).

Am I missing a secret keyboard shortcut, or is this a feature request?

The line selected in Differential is the first changed line; hopefully, that would put you close enough to where you actually want to go.
There’s no way to select a line to edit in this view; You can select a line in Diffusion view, by clicking it, so you can “Browse file in Diffusion” and then navigate there and then click the Edit button…
Or you can look up the line number and use your editor’s Go To Line shortcut…