You are right in that there is no option for that. It is designed to showcase your blog entries so by default, it links to the single entry. I think a simple jQuery code will do it for you. What Post Carousel layout are you using?
This jQuery snippet should fix you right up! This applies to all Posts Carousels on your site though. If you want, you can place a class name on that specific Post Carousel module and place if before the selector, e.g., if you place logo-carousel as the class, change the selector below to .logo-carouse a.fl-post-carousel-link.