What link would you like the new tab to open to? I think it's set that way because it's the most logical way.
If you want a new tab to open a link, you right click on a link and open in a new tab (or set your mouse to do it w/ one click).
Otherwise, most people open a new tab to go to a completely new site or search. If this is the case, loading a blank page is much, much quicker than the new tab having to load your homepage or whatever first before you do anything else. Blank tab + entering new site is quicker. Blank tab + search (via searchbar) is quicker than a new tab having to load google.com (or whatever) first, and then loading it again with your search results.
So the question that needs answered is what page do you need it to load? The page you were currently on? If so, this plugin
accomplishes that.