I would definitely prefer it if they did... I often visit the linked article and end up clicking around a bit on the site, which prevents a 1-click back button to return to HN to comment on the link here.
I generally dislike those kind of links. Unless you watch your status bar (given that it's turned on and your browser supports this feature), you don't know what's going to happen. Whereas if you manually option-click/middle-click, you've got a behavior that you can count on (also, quite often you want open in background anyway).
Here you go:<p><a href="https://www.squarefree.com/bookmarklets/pagelinks.html#target_new_windows" rel="nofollow">https://www.squarefree.com/bookmarklets/pagelinks.html#targe...</a>