Whenever a site does that, I middle-click on the site's tab to close it. It's extra work, and annoying. If I want to open a new tab, I use the same middle-click to open it in a new tab. I don't need any site to decide that for me.
FYI, I used to use the same target=_blank for all external links in my projects/sites. I think it was an old post of yours that changed my mind, and now I'm changing all my links so that the user has the option to decide where they want it to open. 
You're absolutely right. I'd never thought of it from that perspective. I'll soon be adjusting this situation at TalkImg and applying this "philosophy" to other projects. It's simpler, safer, and gives the website visitor more control!