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.
I wish I could Ctrl+Click on links in settings too. Right now I have to duplicate the tab, wait for it to load, and then find the item I want to click on again. Supporting Ctrl+Click in settings and the rest of the UI would be a huge improvement.