Pretty straightforward. Voat does this, and every time I go back to Reddit for something, I forget, and close the window I was browsing Reddit in (causing me to have to go back and find where I was again), causing me consternation.
So external links (or possibly any links), just pop open a new tab and put 'em there instead. Of course one can also do this manually with the right-click menu, so perhaps there's no need. But it's simpler.
Just implemented it for ya :)