I agree with segphault. While the setting lets you change the default behavior, it also removes the ability to show the preview in times when you may want it. What I would like is for the default behavior to be that the link opens in a new tab, but that if you hold shift (or some other key) when clicking a link, you can force it to load in preview mode.
That would give you the best of both worlds, in my opinion, cause you could do nothing and get the default behavior of every other browser, but you could also one-off force a page to load in preview mode if you want to take a quick look at it.
