A bit difficult to explain, but a picture stands for many words in this case:
This is a screenshot of a database (Dossier Demo Spar for you) in one entry (Demo Spar for you) of another database.

Zoom out (complete screen):

It has a column "Summary" which provides us with the contents of an excerpt-field of that page.
Two pages in my Dossier Demo Spar for You database have a url in that excerpt field. When you click that link, it tries to open in the rectangular that is now filled with the dbase view of Dossier Demo Spar for you:

Zoom out: you see the 'mise en abyme', which of course is unexpected behaviour.

The other link (a trellio-board link) ends up in the inability of showing Trello boards in this rectangular:

Zoom out:

Of course, the expected behaviour is that the link opens in a new tab or window, but not in creating a page-view inside the page.
For the pagelinks in Title-fields, we see normal behaviour: these links open in a new tab.