A few days ago the bug where middle-clicking a notification would close the notifications menu was solved. I can no longer find that topic to drop a link to it. No matter.
This is a variation of the same bug: left-clicking a link while holding Ctrl should also open a new background tab and not close the notifications menu.
This is particularly important for touchpad users (yes, there are still a few of us; and no, pressing both touchpad buttons doesn’t always work).
I’ve thought about what the behaviour should be when opening a new window (shift-clicking), but I’m not so sure about that case since you are opening a new foreground page.
Giving it some more thought, I think for consistency with opening via the context menu I’d leave the notifications menu open in that case also.