What problem does this address?

Browsing the website (not in the editor), clicking on an image inserted with the Embed Block/Flickr, opens the Flickr website in the same tab.

What is your proposed solution?

An option to allow opening in a new tab would be useful. This option allows the user to continue browsing the website and not be directed to an external website. For example, in a Youtube block, clicking on the video opens in a new tab.