Mozilla does the same thing if I read the problem correctly.
If I click on a url from OE mozilla will drag an open url (I have not figured out which one it selects if more than 1 are open). If I need to keep the browser/web page open I have to click on the mozilla icon to open a new browser, however when in OE & it says 'click here to read more' -as in email news updates -then we have a problem as as far as I am aware Mozilla just users an already opened page from the task bar.
There are many things one can do to rearrange the deckchairs a la the Mozilla list of options, but I try to keep it simple.