Why do browsers (Chrome and Firefox at least) not copy over your browsing history when you click on a link to open in a new tab? I often open up a lot of links in new tabs and then am frustrated when I am unable to go back from the newly opened tab.
In Firefox, if you hold down the Control key while dragging the tab to a new position on the tab bar, a small blue vertical arrow will show between the tabs where you are about to drop the tab. This creates a duplicate tab which is an exact duplicate in that the back button works, bringing you back to exactly the same place as the original tab.
You can achieve the same thing in Chrome by right clicking on a tab and choosing duplicate tab.
While you can't make the browsers operate like this when you click on a link, you can still make them "clone" the tab's history by middle-clicking on the refresh button (or back button or forward button), at least in Chrome. In these situations, it will create a new tab, completely with cloned history, and then execute the function requested (refresh, back, or forward). It's a bit of a hassle if you want to actually follow a link (Middle-click refresh, then find the link again, then click on the link), but it will achieve the desired result you are looking for.