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.)
Example:
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.
For example:
https://meta.discourse.org/t/iso-8859-1-error-in-static-embedding/25382/2?u=technobear