Depending on the part of the application you're in, a hyperlink may open in a new tab or in the same tab, even if it's the same field.
In this example, I demonstrate how a link in Home's fields section opens in a new tab, while the same link in other parts (Legacy My Work and the Object page). I used the [Description] field for my example, but this is applicable to the URL field and any other textfield that has a URL.
My recommendation is to make the link behavior consistent for all areas of the application.