It has become a sort of standard that the first tab links to the current subject, and for special pages this should be the page with options as currently set. Some special pages don't follow this pattern, and especially Special:Prefixindex is weird. In this case the tab links to the current page being investigated. For example, go to w:no:Spesial:Lenker_hit/Mal:Søster (its the same as Special:Prefixindex/Template:Søster) and the first tab goes to the template itself. This breaks the user expectation and makes navigation harder than necessary.
I have not investigated the reason for this behavior, it could be that the reason is some underlaying default behavior that is counterintuitive.