Of course standard browsers allow you to "hover" your mouse over a link, right click, and select "Open in new tab" or "Open in new window"
This is a knows issue:
https://jira.atlassian.com/browse/JRA-9380 Feel free to follow/vote for it.
If you are using Confluence Server or the HTML macro for Confluence Cloud, you can force it to happen:
<a href="http://Atlassian.net" target="_blank">This link will open in new window/tab</a>
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