The developers of forum code changed the behavior of links in the forum when they wrote the phpBB 3.X code. Previously in phpBB 2.X, when you clicked on a link it launched a new window (or tab). Now when you click on a link, it opens in the same window, unless you right click on it. They had (in their minds) a good reason for doing this.
It can be changed back. However, it requires editing the forum code in several place in different files, something I'm not looking forward to. It also would not change any of the existing posts - only new ones. So existing posts would have to be edited before their links would open in a new window.
So my question to you - how do you feel about it? How much do you want links to open in new windows?
--Tony