A certain user has commented that they make use of a loophole: the user skips all of the questions in the close vote review queue, but opens the questions in a separate tab/window and votes to vote to close them there. This definitely seems to me to be an abuse and defeats the purpose of having a review limit. Is there any way we can prevent this?
I do this too, sometimes. When I am feeling particularly dutiful. Why? Because this site is flooded with poor-quality questions every day and we need more people casting close votes, not less.
As Gerry Myerson points out, there's a limit of 50 close votes on questions per day, by any user (compared to the limit of 20 close vote reviews per day). So the abuse can only go so far. Moreover:
It is quite hard to get through 50 close votes in a day; most users probably go nowhere near this on most days;
The 20-review limit is mostly necessary for people who are poor reviewers, while those who open up questions in another tab are likely more conscientious and serious about their votes;
It doesn't seem reasonable to try to prevent users to close questions that they have open in their browser, no matter how they found them: through the close vote queue, through some browser extension or data.SE query, etc.
Therefore, I disagree that users exploiting this loophole is anything we should be concerned about.