Hello, SamuelRH.
Welcome to Microsoft Community.
I have some ideas.
This issue is likely unsolvable.
I have studied web development before.
The redirection of links is usually set by the developers.
(By modifying the corresponding code, you can decide whether the webpage will redirect directly or create a new tab.)
Most notably, some websites open links in new tabs while others redirect in the same tab.
Perhaps you can try testing with a different browser.
Since it is indeed possible to achieve this by modifying the website's code, try this to eliminate the possibility.
If there are any updates, please feel free to reply.
Best regards.
Malygos - MSFT | Microsoft Community Support Specialist