My personal work-around to this frustrating function was to duplicate the tab in the browser and then click the link normally. It didn't take too much time to do this, but it was inconvenient. I just couldn't understand why Microsoft wouldn't allow me to open a SharePoint link from the navigation to a new tab/new window. But I recently discovered a way to make that menu appear. It takes some precision clicking, but once you get the hang of it, it will save you time and effort. Plus you'll have a nifty new trick to show your colleges in the office. Imagine how cool you will be!
First, you have to find out where the edge of the clickable area ends. On the Quick Launch bar, it is typically right at the edge of the cell. On the top navigation, you should be able to see the separator between the navigation items as shown in the image below:
If you hover over the very edge of these, the right mouse-click menu will change to the one we are all familiar with, the one with the option to open in a new tab, open in a new window, save target as, etc:
Now that you have the trick, go perfect your technique. Go ahead, give it a shot.