There are perfectly valid reasons for wanting this to be the default behavior for all links, like if your forum is in an iframe. I have one like that and had to hack the forum to open all links externally because users kept complaining when new sites popped up in the iframe the forum was in. There are plenty of other methods to get a link to open in a new tab or window, you don't have to use target="_blank".

Back in the day, opening external links in a new tab was considered the standard because you weren't supposed to rely on back button function as a way for the user to get back to your site.

All that said, I don't personally think it needs to be a feature, it's certainly easy enough for me to change on my own