astruckm This issue does not appear to be site related. I have seen it on many sites, including Kagi's help site and Orion's feedback page.
My usual setup includes two monitors: a MacBook Pro display and an external Studio Display. I don't see any change in behavior when closing the MacBook Pro display. I am still seeing the issue with the configuration simplified down to one display with a single Space. I have been toying with Stage Manager a bit, but the problem still occurs if I turn it off.
I have tried restarting Orion to no effect. I have tried shutting down all foreground apps to no effect. I have tried disabling all Orion extensions to no effect.
However I did perhaps find something a little more interesting while doing a last bit testing. This problem is currently occurring only with my default profile. If I switch to either of the other two I have set up, both external links and Open Link in Preview Window
behave as expected. I tried removing all windows from my default profile, but the problem persists in that profile.