Is your feature request related to a problem? Please describe.
I'm always frustrated when links in the EuiMarkdownFormat open in the same page.

Describe the solution you'd like
We should at least have an option that will allow links to open in a new tab without referrers etc, so that the context and flow is not lost.

Describe alternatives you've considered
Tried using custom props, but did not work.

Desired timeline
This seems like a minor change. Should happen quick.

Additional context
Thanks!