I agree. I think sometimes it's okay when you're sure that the user wouldn't want to browse away from the page they are on... such as when filling out a form or maybe even watching a tutorial video. Otherwise, I think it should be left up to the user.

Personally I tend to use it for links like "follow us on twitter" because I'm hoping that they will keep both tabs open. However the comments here are making me wonder if that's too forceful.