It depends how you have exit link tracking set up, but typically if you are using JS managed auto-tracking of exit links it does not matter if it opens a new window or tab. See below reference article:
https://marketing.adobe.com/resources/help/en_US/sc/implement/link_automatic.html
The parameters trackDownloadLinks and trackExternalLinks determine if automatic file download and exit link tracking are enabled. When enabled, any link with a file type matching one of the values in linkDownloadFileTypes is automatically tracked as a file download. Any link with a URL that does not contain one of the values in linkInternalFilters is automatically tracked as an exit link.
Best,
Brian