Virtually all windows browsers support Ctrl-Click on a URL by opening it in a new tab or window.
StackOverflow sites normally support this for their URLs too.
Not so with the new banners that look like this:
Welcome to Q&A for professional and enthusiast programmers -- check out the FAQ!
Welcome to Q&A about the Stack Exchange engine powering these sites -- check out the FAQ!
The "FAQ" on those banners looks like a URL, but is buggy.
Plain wrong web UI behaviour: if you manifest something as a URL to the user, it should behave like one.
The old banners (notifying about new answers, favourites, etc) used to work correctly.