There isn't consistency in the user interface as to when links to other reports and/or domains open-up in a new tab/window.
For example, when reviewing Competing Domains, if you want to review detailed statistics of a competing domain, and click the down "carrot" next to the domain name, it opens in the same window - therefore you've lost your place in the previous report.
VERY
often, there's a need to view multiple domains listed in reports. It's tedious to have to right click on "Overview" to then open-up in a new tab in order to avoid losing my place on the previous page.