When working on dashboards in tableau desktop, if you select "Web page" option from the left panel and then create URL actions on that dashboard , the link opens in the same dashboard window. If the web page option is not selected then the URL will open in new browser window every time when you click on the link.
Note:The choice of opening a new page between TAB and WINDOW is a matter of your browser settings, not Tableau.
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Try to add :linktarget parameter to the url of your published workbook.
Create such url and share it with your audience:
:linktarget=_blank force workbook to open all url actions in new tab