It has already been pointed out in the comment that a similar suggestion from 2009 was declined.
That said, I disagree with the proposal because I believe that should be handled in the browser. I would be (very) annoyed if I would get a new tab/windows every time I clicked an external link. As it is now I can navigate links exclusively using the mouse and if we implemented your suggestion I would have to reconfigure my browser or my middle-click option.
Also, I believe that most browsers will allow you to force a new tab with a middle-click, ctrl+click, shift+click or something like that.