The HTML of the website is opening the link with the option of target=_blank which causes it to open in a new window or tab (according to browser settings).
You do not need such a complicated website to demonstrate this behavior. This minimal Tryit example is already enough to demonstrate it.
I have tested the example in Internet Explorer 11, Chrome, Firefox and Pale Moon, and this is the default action in all of them. But some browsers can be set to behave otherwise.
In Firefox and Pale Moon, I have managed to disable this behavior by, in the page
about:config, to set
In IE11 you have found yourself the setting that should have done the job, but IE11 just does not obey. This is most likely a bug in IE11, but there is no point in reporting it. Microsoft is not supporting IE11 any more (and is even replacing Edge by a customized Chromium).
As workaround, you may force the right behavior in IE11 by clicking the link while the Ctrl key is pressed, or by doing right-click of the link and selecting "Open in new tab".
I encountered the same difficulty in Chrome, the new tab being automatically
activated and there is no preference or experimental flag (
that can change this behavior.
The above two workarounds also work for Chrome, but for doing
more you would need an extension such as