The “Go to WP Admin” links in the Quick Site Shortcuts bar have a link that suggests it should open in a new window/tab, but it opens in the same tab. On the Sites page the following link also has target="_blank"
The link is like: https://mainwp.dashboard/wp-admin/admin.php?page=SiteOpen&newWindow=yes&websiteid=269
Same issue for the Visit Site link, although that’s a standard link missing the target="_blank" property.
All external links should open in a new tab, keeping the dashboard open.