If you have found the new WordPress panel for editing URL/Links annoying join the crowd. Add your voice to the thread at: New WordPress URL Popup Causes More Work.
This change is a serious annoyance.
Lots of people do not want the links leading off site to replace their page with the destination page. I’m one of those. So, I have do a bunch of clicking to tell the link to open a new tab. It was bad enough with the previous panel/popup. Now it is way worse.
If you too are annoyed, please drop by the WP site (link above) and add your voice.