I don't quite see area for improvement here.
CKEditor content area is in iframe (it is a different document) and we deliberately select "Open link" option and not "Open Link in New Window". How are we supposed to stop this from happening? I personally don't know. Link is opened from native context menu which sees content area as document with it should replace with this link.
The only thing that comes to my mind is some sort of custom back button but that would be a feature request and issue is in fact IMHO such a weird and rare case that we would probably never have time to implement this feature.
@m.lewandowski what do you think?
