Links shared in chat open in the same browser window, navigating the visitor away from the chat session. There is no way to configure links to open in a new window so the visitor can return to the conversation.
Links shared within a chat session should open in a new browser tab or window by default, so visitors can access the linked content without losing their place in the conversation.
A link that closes the chat creates an either/or choice for the visitor. Opening in a new window preserves the session and keeps the visitor engaged with both the content and the conversation simultaneously.