The technical reason for this is that the RC's external format import uses a tool called Pandoc to parse a Word document's structure and turn it into HTML. Pandoc simplifies many aspects including the "target" property of links, to ensure maximum compatibility with as many formats as possible. Because of this the target property of hyperlinks is ignored, I suspect because the target cannot be expressed in pandocs' Markdown.
There is an ongoing effort to formalize the graphical exposition format itself, which would make dealing with this kind of formatting issue easier, since one could open/edit the source of an exposition as text, and for example process it's contents programmatically instead of manually through the editor. This would enable you to change all the links at once. But right now, providing such function is complicated, unfortunately! However, I added this to our list of features to implement once we have the formalized format.