How to add a query parameter to an URL via a CMS directive?

You can do it via the _query parameter of the store directive.
E.g., the following code will generate the customer/account/create?wholesale link:

<a href="{{store url=customer/account/create _query=wholesale}}">Wholesale</a>

In more complex cases you can use quotes. e.g., the following code will generate the customer/account/create?a=1&b=2 link::

<a href="{{store url=customer/account/create _query="a=1&b=2"}}">Test</a>