Reported upstream: https://secure.phabricator.com/T6700 (resolved as duplicate of Make various <div /> elements in menus act like <a /> elements when middle-clicked or right-clicked (Open, Wishlist)
Compare the behavior of the dropdown of the top search bar in Phabricator with e.g. the search box in the MediaWiki Vector skin. There, if you get several interesting search results in the dropdown, you can just middle-click them all to open them in new tabs (or right-click and select "Open in new window", or do any of the other things one can do with a link). Phabricator just navigates away in the current tab on any kind of click.