Links opened in new windows can break web site flow (creating a change of context) and disorient users who don’t realize they’ve moved to a new window. Also, it takes away the option of opening in the same window/tab: all browsers have an option to open links in a new tab, few have an option to open in the same tab.

WP Accessibility will leave the attribute intact if you add the class .wpa-allow-target to your link.

Further reading about changes of context