Thimble is not “real life” – close but there are a number of places where Thimble has to do something differently than what happens when the web page is on a stand-alone server like Voyager.
Thimble is a learning tool and a shared environment. This is a great resource, most of the time. However, it is not the same as simple text files on a web server.
Thimble automatically opens links in a new window to keep the Thimble page as the current window.
In real life, you might not want to do that for a number of reasons. Many users don’t like having sites open a lot of new windows, and this is considered bad practice in general. However it can be beneficial or unavoidable, as it is with Thimble.