Using <a> tags with the target="_new" directive will not make any difference in this case (in fact _new is not even a HTML5 compliant option).
To direct a link to open outside of your application, you will need to specifically handle this with a uiDelegate to your WKWebView and implement this method:
webView(_:createWebViewWith:for:windowFeatures:)
There was a recent thread on the forums about it, pointing to this StackOverflow solution:
You will need to make sure Open in New Window is checked for the Go to URL action.