Never noticed this before, but a fellow dev just pointed out that when you click on the "Help" menu item at the top of the CMS, it opens in the same window, taking the user away from the CMS.
Can't see anything in the bug track (not calling it a bug either). Does anyone else feel this is a usability flaw for the end user? Or is this more to do with complying with XHTML 1.1 standards and not bothering with the target attribute?