Externally launched links may depart from the behavior for internal links. Specifying precisely what you want requires a visit to the about:config preferences editor. I think it's (C) below that you might want to change.

In a new tab, type or paste about:config and press Enter. Click the button promising to be careful.

In the filter box, type or paste link.o and pause while the list is filtered.

Double click these and set the value as desired:

(A) browser.link.open_newwindow

3 = divert new window to a new tab (default) (checked*)
2 = allow link to open a new window (unchecked*)
1 = force new window into same tab

* First checkbox in Options > Tabs

(B) browser.link.open_newwindow.restriction - for links in Firefox tabs

0 = apply the setting under (A) to ALL new windows (even script windows)
2 = apply the setting under (A) to normal windows, but NOT to script windows with features (default)
1 = override the setting under (A) and always use new windows

(C) browser.link.open_newwindow.override.external - for links in other programs

-1 = apply the setting under (A) to external links (default)
3 = open external links in a new tab in the last active window
2 = open external links in a new window
1 = open external links in the last active tab replacing the current page

Does that work?

Thank you for your quick reply. It made great sense but unfortunately it didn't work... I tried to set (C) into 1 too but it had no effect either.