Is it possible to make SpamAssassin show the urls that were found in blacklists such as with the URIBL_JP_SURBL or URIBL_WS_SURBL lists?

Yes, this is possible. To do this, make sure you have each blacklist entry in your local.cf file set up in the following format:

urirhssub URIBL_BLACK multi.uribl.com. A 2
body URIBL_BLACK eval:check_uridnsbl('URIBL_BLACK')
describe URIBL_BLACK Contains an URL listed in the URIBL blacklist
tflags URIBL_BLACK net
score URIBL_BLACK 3.0