Hi there,
that is a component of WordPress, i had a look to see if there was a filter to set its default settings but unfortunately i could not find any. So i am not sure that change could be made.
But there are plugins that will make links open in new tabs, and some SEO plugins also include that as an option.
You may want to consider that, as in the future if you choose to NOT open all links in a new tab then you can disable that setting.