Link behavior for documents not opening in new tab (Online)

Link Target behavior for documents states that they open in a new tab in the browser.  For PDF and XLSX files, this isn't the case in Modern Quick Links or Nav links.  Users are frustrated with inconsistent behavior.  Anyone know any non-manual fixes to force consistent behavior?

Here's the documentation: https://docs.microsoft.com/en-us/sharepoint/plan-navigation-modern-experience (See Link Targets)