I can confirm this bug for menus which use the FlexMenu control.
A similar bug was fixed back in 2007 with the SiteMenu control but the FlexMenu control was added at least 5 years after that and was built clean from the ground up. So, this is a different bug than the one fixed in 2007 but has the same effect.
Forcing links to open in a new window, especially from a menu, is a bad UX practice and is not recommended by the mojoPortal development team.
HTH,
Joe D.