Most screen readers don't notify when a link is about to open in a new
window [1], so we're indicating it, like we were already doing in most
places with similar links.
We could also add a visual indicator, but since links inside labels
already have accessibility issues, giving more attention to these links
might make matters worse.
[1] https://www.powermapper.com/tests/screen-readers/navigation/a-target-blank/