Hi,
Saw your issue and I might be able to help you with this as I use WP All Import for a few company XML feeds.
First off - you must have WP All Import Advanced Custom Fields addon to be able to map to the link when a user clicks on Apply for Job.
Once you have this addon you'll see a Custom Fields section on All Import which should show the field name:
_custom_application_url
The value from the XML feed will be <link> that you map this to.
This works for all my feeds so anyone who clicks Apply for Job is taken to the original posting on the company website.
Hope this helps.