External links opening in new tabs

I didn't want to post this in Bug Reporting because I am not sure if it is really a bug, or a design decision. 
 
Either way, I was wondering if it is possible to get an external link to open in a new tab automatically? I know when you are in the editing process, and you click the link and then click the option "Go to link", that it opens in a new tab (so you don't lose your stuff), but once it is actually posted the link always takes you away from the site. 
 
For example, if I wanted to post an image that I am hosting somewhere else, and want to let people click it for a larger version, I don't want them to be taken away from Giant Bomb automatically. I know people can right-click and choose for a link to open in a new tab, but isn't there a way for it to be done automatically? 
 
I have even tried doing the 'target="_blank" ' thing in the HTML editor, but it never takes effect. 
 
Thanks!

You guys don't have three-button mice?

They have status update links set to open in a new window/tab and I hate it. target isn't even a valid attribute to be using in XHTML Strict, and for good reason: people hate when sites try to control their browser like that. It's easy for you to open links in a new window or tab, but significantly more difficult to open them in the current one.

If you like, you can just hold down Ctrl when you click on a link and it will open in a new tab. Once you get used to it, it will be second nature, seriously!

" They have status update links set to open in a new window/tab and I hate it. target isn't even a valid attribute to be using in XHTML Strict, and for good reason: people hate when sites try to control their browser like that. It's easy for you to open links in a new window or tab, but significantly more difficult to open them in the current one. "