Since dash_table.DataTable already has a markdown_options that allows to easily change the link target behavior of Markdown inside DataTable, I think that even more so dcc.Markdown should have such a useful option.

The default link target behavior in HTML is _self, which opens the link in the same window. But most often you want the user to stay in your page, opening the link in a new window through the _blank HTML option.

Currently, to change the target behavior of a Markdown link you have to enable HTML inside Markdown, a cumbersome solution that poses security issues, as evident even from the name of the option which is dangerously_allow_html.