Previously under the title "Link to External URL"
When linking to an external url that Canvas will not (or cannot) embed, link should automatically open in a new tab or window. Currently, Canvas opens another page saying you have to open it in a new tab, then you have to click that link to do that. Why not just go directly to that page in a new tab? Links in other locations already do this.
If Canvas is worried a user would be confused by being outside of Canvas suddenly, perhaps they could flash a redirect page saying they are leaving the course and to close this tab to return, or something along those lines.