I mean, I create SPA's where this just works for nearly every navigation element. With a proper "route-first" design, this is not that hard. Of course, it is a bit more work to perform url navigation even when merely opening a subview, but it's definitely worth it.
I share your annoyance at all websites who don't allow for this though.
Let my browser manage my workspace, please don't make a window manager inside my browser window.