I've found another link that did this, and yes, it had a target set. These links were in the November 18 entry for web comic Overcompensating (www.overcompensating.com).
I found two links that show the problem, and here is the HTML for them (URLs shortened for posting):
* <a href="http://wikimapia.org/" target="_blank">Wikimapia</a> * <a href="http://topatoco.com/">TopatoCo</a>
The first link (with "target") causes the link to open in my default browser. The second link (without "target") opens in a new browser tab inside RSSBandit.
Can this please be fixed, so that links with "target" can also open inside RSSBandit?