I have searched around and the answers I've read are that you can't open URLs in a new window?
This should be default. If I'm working in a project and the description has a URL to clarify the issue, I always want that link to open in a new tab. I don't understand why JIRA being as old as it is has chosen to continue to open links in the same window.
At the very least there should be a setting that let's us choose. Whatever code is converting a URL into a link should be configured to add "_blank" to the link. We do it in our software.
JIRA is about managing the project, so why would I ever want to lose my project window in favor of a link?