In many cases a link opens a completely new site (like wiki, or github readme, etc..) which is very weird in terms of context.

I would actually expect to have all links pointing to an external page (basically all absolute URLs) to open in a separate tab. I understand that's questionable so the Downloads are the very least in this category?

Closing a tab takes a single shortcut, getting lost in an unexpected flow is much worse, so I'm voting for the lesser evil.