This option is still available in latest Safari.
There is an extra problem with opening new link in editor body. When you are on nightly and you are trying to load ckeditor.com you are getting Refused to display 'http://ckeditor.com/' in a frame because it set 'X-Frame-Options' to 'SameOrigin'.. This is happening because most likely our server is set to its default SAMEORIGIN - https://developer.mozilla.org/en-US/docs/Web/HTTP/Headers/X-Frame-Options (checkout in Apache section).
This causes a series of problems because when you hover over editor area, you are getting a ton of errors saying Sandbox access violation: Blocked a frame at "http://nightly.ckeditor.com" from accessing a frame at "http://nightly.ckeditor.com". The frame being accessed is sandboxed and lacks the "allow-same-origin" flag.. When you try to press any button you are getting this.document.getWindow().$.getSelection is not a function. (In 'this.document.getWindow().$.getSelection()', 'this.document.getWindow().$.getSelection' is undefined). All this makes editor not usable after attempting to open a link.
Unfortunately all the above is beyond editor control. As @m.lewandowski has pointed out we can only warn user with the dialog but if he decides to open the page anyway he will lose editor contents.
