Since the devs were careful to avoid code-injection in the Config option, you cannot do it there.
The best thing to do is to create your own theme and modify it to your tastes. Make a copy of whatever theme you are currently using and start modifying. (For example, I made a folder "classic-mod".) You'll be overriding the default sub_menu in theme.php. If you are using a theme other than "Classic", you might have this already. If you see a bunch of HTML for the sub_menu, look for <a href="{CUSTOM_LNK_TGT}"
and modify this to <a href="{CUSTOM_LNK_TGT}" target="_blank"
If your theme overrides the sub_menu by using addbutton, look for addbutton($sub_menu_buttons,'{CUSTOM_LNK_LNK}','{CUSTOM_LNK_TITLE}','{CUSTOM_LNK_TGT}','custom_link',$template_sub_menu_spacer);
and modify this to addbutton($sub_menu_buttons,'{CUSTOM_LNK_LNK}','{CUSTOM_LNK_TITLE}','{CUSTOM_LNK_TGT}" target="_blank','custom_link',$template_sub_menu_spacer);
This is actually an example of code-injection but since you are the admin modifying your own theme.php, I think it's OK. To avoid code-injection completely (which might be necessary in the future), you'd have to rewrite your sub_menu as all HTML and then do what I said above for the HTML case.
If you are using "Classic", you'll have to copy code from the "sample" theme to override the sub_menu and then do what I said above for the addbutton case. Copy the code from the line // Creates buttons from a template using an array of tokens
to the line just before // HTML template for gallery admin menu
(don't include this last line). Then comment out the following 4 lines (by putting two slashes at the beginning of each line): // $params = array('{BUTTONS}' => assemble_template_buttons($template_sys_menu_button,$sys_menu_buttons));
// $template_sys_menu = template_eval($template_sys_menu,$params);
and // $params = array('{BUTTONS}' => assemble_template_buttons($template_sub_menu_button,$sub_menu_buttons));
// $template_sub_menu = template_eval($template_sub_menu,$params);
This overrides both the system_menu and the sub_menu and you can modify at will.