Hi Gail,
Happy to look into this for you!
Have you tested your course in a different browser to check if you get a different behavior with how the links are opened?
Additionally, would you mind sharing a link to your course so we can check how the embedded links are opening on our end for comparison? Feel free to share any of the following so we can test the behavior:
Note that in most cases, how links open is controlled by the browser. We'll be able to check if the behavior you're experiencing is specific to the browser you are using or your browser settings once we receive links to your course for testing.