Links to same weave won't open in new tab/window

When I create a link to another place on the same weave, there is a dialogue asking for target - same window or new window. Whatever I choose here, it still opens in the same window.
When the dialogue is reopened (edit link) the target dialogue is still ticked to New window. BUT when I open the html-code, the target is set to blank.

How very odd... :-)

This doesn't happen when the link points to another page or weave.