Tbh mastodon annoys the shit out of me with how it handles linking and cross instance posts.
Every time you open an off instance post in a new tab (middle click on post body) it actually opens that post on that instance instead of your own. Then it forces you to click through the below warning. Because of how mastodon works, you basically always want to open posts in new tabs, otherwise you lose your feed position. The devs say its a safety/moderation decision but that makes no sense, because if you open the post normally (leftclick) it opens on your own instance just fine.

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