Not sure if it's exactly what you're getting at... but any links within the system/templates should stay as is but any user-contributed content that gets automatically linked should be made to open in a new tab.
Very counter-productive to make them open in same page. You almost ALWAYS have to go back... and sometimes you'll have to do it multiple times
@kaitlyn2004 -- this is long overdue, but I thought you would want to know -- we've released a module that automatically recognizes external links and links to attachments (that can be loaded in the browser) and targets them to a new tab now.