Actually there is a way if you embed those external pages within pages that are handled by WordPress.
The way you could approach it is to use the Custom HTML block to render the content of the external page within an iframe
:
<iframe src="https://example.com/the-page-you-want-to-show" height="400"></iframe>
Or if you’re not using blocks, you could simply add that in the classic editor using the Text tab.
You could protect the page that contains this block using Groups.
You could put that block within a Groups Member block – https://docs.itthinx.com/document/groups/blocks/
You could surround the iframe code within [groups_member group=”…”]…[/groups_member] shortcode. Reference https://docs.itthinx.com/document/groups/shortcodes/
So you can’t protect access to the external page, but you can protect what’s showing them.
Take into account that although the iframe rendering is protected, if you have a link to the external page you can simply visit that instead. So make sure to understand that your external pages are still not protected.