Users are given the option to make choices for themselves. This requires that information be presented in a clean form that allows a decisions to be made and make the operations easy to enact those decisions.
A proper browser, or a browser with a proper plugin will provide these basic rules. Forcing all links to open in the same tab has the side effect that proper use of 'open in new window' can no longer be done (when a Window is providing a service and remain open to maintain that service).
On the other had requesting it open all external links in a new window does not.
See Tab Mix Plus for proper plugin.