Once someone told me that makes websites run slower.
Don't listen to me I know absolutely nothing about it really. That's just hearsay.
From my very, very limited experience in having blogs/websites, I don't think this would be the case, it is just a bit of extra code to make the link open externally, but maybe on a website of this scale it would be different.
I know this doesn't solve the question but when I want to click a link while PPKing I just drag the link to a new window (I'm on a Mac), it is an extra step but then I don't lose track of my super important PPK browsing.