I would comment but don't have enough reputation.
I just set up fresh firefox addon repo using cfx init to test this out, and in my case, it did open the link in a new tab.
Here is the code.
main.js
require("sdk/tabs").open({
url:require("sdk/self").data.url("demo.html")
});
and demo.html:
<html>
<head>
</head>
<body>
<p>Hello!</p>
<a target="_blank" href="https://developer.mozilla.org/en-US/Add-ons/SDK/High-Level_APIs/tabs">click me</a>
</body>
</html>