WordPress Image widget always opens a new window

Hello folks!
At first I was very happy that WP 4.8 introduced it’s own image widget. I like it because it behaves just the way I wanted it in matters of responsiveness. The shown image should link to an internal page and open in the same window/tab.
But no natter what I do the link always opens in a new window/tab. Of course I checked several times that the “Open in new Window”-box in widget settings is unchecked. But no success.

Is this a known bug, or does anyone have the same problem?
Thanks!

Oliver