I accept all of the points about "you can do this if you want" and "let the user choose". But it still irritates me that the links open in the same tab, because I always want to see the new location in a new tab, because it is information backing up the question. I never want to go there instead of SO:UX, I wlways want to open it up separately, look and explore it, re-read the question, and then possibly respond. The fact that I ALWAYS want to open it separately - and I cannot see any reason for anyone not to - means that I would prefer it to do this as a default.
I take Rahuls point about forcing that decision, and allowing the user to use the tools, but at the same time when there is an obvious option, I think this should be taken. IMO, it is good usability to do what users expect in context - which in my case is to open in a new tab. This may be partly because another discussion board I use does open in a new tab, because they are a sideline to the discussion.
I would not push for a change, because I accept that others disagree, and if it did open in another tab, there would be discussions about why they force a new tab. I have expressed my view on what it should do, but I am not everyone. I think this is one case where there is no answer that everyone will agree on.