In 2.06 : it's a desired behaviour (we open a lot of tab in 2.06), maybe must be different for 2.50 where we don't open a lot of tab.

Fixed the faulty link - I like it better that it is opened in a new tab.

Fix committed to master branch: http://bugs.limesurvey.org/plugin.php?page=Source/view&id=19482

PS : if i don't make error : this can be set by plugin/admin template

https://github.com/LimeSurvey/LimeSurvey/blob/master/scripts/admin/expression.js#L8

Something like:
$(document).ready(){
$(''.em-expression a').off('click');
});

Version 2.50 Build 160620 released

The link still opens a new tab. Why is this a preferred behavior, Carsten?

Because usually it is because you want to look up what's behind it, not necessarily to change to that question completely.