According to the WCAG, it’s a best practice to not have links open a new window or tab because it can be confusing for people who have difficulty perceiving visual content. However, there are some scenarios where a link opening a new window is preferable for privacy and security reasons. Here are two such situations as outlined by the WCAG:
It is recommended that you provide advance warning to users when a link is going to open in a new window or tab. You can do this either through literal copy in your content or a window that pops up with a short warning message.