In order to explain why, let me break the web audience into three groups...
1. YOUR GRANDMOTHER.
Certain people have no idea how tabs work. They are wonderful people, but the internet is a strange, scary place to them. If you force them to open a link in a new tab, all you will have really done is break the "back" button.
2. THOSE WHO WANT A NEW TAB.
Even if you don't force a link to open in a new tab, folks who would prefer that can still make it happen. Right-click, open in new tab. Or, even easier, command+click (or ctrl+click for the other people). Boom.
3. THOSE WHO DO NOT WANT A NEW TAB.
Here's the main crux of my argument: if you force the link to open in a new tab, you're going to frustrate the folks who didn't want a new tab. Those who want it in a new tab still have that option (see #2). If they didn't want a new tab, by forcing one, you take away that option.
So, unless your legal department is making you open a link in a new tab for the same reason they made you put that long disclaimer at the end of your email, just don't do it.