Apparently I can't reply as a new topic from mobile, so maybe Toby will be nice enough to move this for me.
But the "open links in new tab" preference works fine, either from a global or per-user perspective. Links posted directly to topics open in a new tab as expected when you have it enabled.
The issue you're running into is to do with how Discourse grabs content from WordPress; as stuff is loaded dynamically, it doesn't register those links as "links that will open in a new tab", if that makes sense.
To answer your question: no, it's probably not possible to have the entire content of the post in the topic, as that's not how the Discourse and WP integration works. That's not saying it can't be modified to work that way, but the Discourse part is more of a discussion platform, a companion to the reading part that's on WP.
In the meantime, either use the right-click and open link in new tab option, or middle-click, whatever works for you.