Embedded Video Links Open In New Window

I can’t seem to find a way to prevent embedded videos (not from youtube) from opening up their page of origin whenever the video itself is clicked to pause or play.

Is there at least a way to prevent the website from popping up in the current window? I could tolerate a new window opening up, but at the moment, whenever an embedded video is clicked, it whisks the user away to a new web page, away from mine.