I understand that.
What I was trying to say is:
I cannot reproduce the error unless I follow these steps:
1) Click the Link button in the toolbar
2) Click on the Target Tab, and set the target to _blank
3) Go back to the Link Info tab and change the Link Type to Link to anchor in the text.
In other words, if I dont change the target on the target tab, before changing the link type, the links are created with the target set to self.
did you try the change for the default target setting I suggested?