I have always had my preferences set to open links in new tab, so this is not an issue with changing preferences.
Clicking an external link from within a topic does, indeed, open the link in a new tab. Clicking the same link from the post within a member’s profile does not; it opens in the same tab. (Firefox 35 and Chromium 40 on Ubuntu Gnome 14.10.)
Visit the link in this post (will open in new tab)
Then find that post in my profile and click the link from the profile page - it will open in the same tab.
However, this does not seem to be the case with links which start with http, which open correctly in a new tab.