I suspect the timeline was actually longer than you suggested. We automatically save a draft when you click the preview button so that implies that you clicked preview, added some extra content to your post and then clicked the link.
Either way, I don't think we'll be making any changes here. The links that render here render with the same rules as they do in a normal post. Internal links will open in the current tab, external links will open in a new tab. This has been the same behaviour from the start.
Even if you miss the draft saving, navigating to another page and then back again doesn't necessarily lose any of the post content as most browsers have a sensible approach to saving the current state of the page when you're navigating forwards and backwards though your history.