The standard behaviour of links since the web began has been to replace the current page with the new one. This is a strong argument for not making this change. However, often one does want to open a link in a new window or tab, which is a strong reason for making this functionality available in a web browser. So strong, that it has been done: Safari, Firefox, and Internet Explorer all provide this by the use of modifier keys with the click, and you can choose whether focus goes to the new page or stays with the old.

I probably use command-click (open in a new window behind the current window) more often than plain click, but even so, I don't want any one site to make that behaviour the default. I still need all three (open behind, open in front, or replace) from time to time, and having the modifier keys work differently on one site does not benefit anyone.