Checked, and that's now it's set. In fact, this is new behavior: trainnews used to open links in the link site's context, not trainnews' context. It's acting like a wrapper now. Not sure what changed. Ah ... perhaps ... using Linux. Will check in Windows later. Could be a small difference between Firefox in the different OS. In any case, it's a minor problem, because a right click lets me open in a new tab or window.

On the plus side, another story was at a TV news site that was littered with trackers and ad networks, and had a link to "opt out." Which led to another site with a lot of the ad sites and trackers present. Which made it easy to bulk-add them to my block list!