On basically all links, like the Home Assistant sidebar for example, you just hold CTRL/CMD or right click to open them in a new tab.
Settings is instead made in a really backwards way, with Javascript or something. Feels like a Flash project almost where things like right click doesn’t work - you must instead open each URL manually for every single tab of Settings you want to open, which is a massive pain.
This should also be fixed at the same time:
WTH is so many things missing a logical <title>-tag?