Let me elaborate.
Years ago, website were all about controlling the user’s experience. Some sites went so far as to set up their site with a series of “Next Page” buttons instead of actual, usable navigation. Thankfully, the web design industry has come a long way.
In more modern times, we have come to realize that the best way to keep a website visitor on your website is to let them navigate it however they want to. In fact, with all the freedom that’s out there now, people tend to get irritated when websites try to control the experience. With links to other sites specifically, you just need to provide good content and information on your website, and they’ll come back.
Although I’m probably not an average website user, I tend to leave sites that open links in new windows. I have heard the argument that most website visitors are less sophisiticated than myself. That may very well be true.
However, I’ve stood next to a client and watched as they followed a link from one website to another, then discovered they didn’t know how to get back to the previous site. (The back button in the browser is not universally understood, which shouldn’t be a surprise to web professionals.) However, as this person had doubtlessly encoutered this situation before, she simply closed that browser window, opened a new one and went back to the website.
So a lack of skill or web-savvy will not hinder anyone when links do not open in a new window. If they do any amount of web surfing at all, they’ve already learned to work around it.