Open Link in New Tab option not always working

Open Link in New Tab option not always working

I have a lot of files linked to my page for people to access. I would like for all of these linked files to open in new tabs for download without leaving the website. However, for some reason, some of these links are stubborn and do not open in new tabs even when I click the check box for it on the Link menu. 

Does anyone have a fix for this? I reassigned the link multiple times, publishing each time, refreshing my open page and trying to click on it, but always opening on the same page. It only happens to some links, but they are all pdf files, so I don't know what is different.