Link to page where Shortcut type is set to Shortcut to page on another website and open the link in a new window doesn't open in new window

Question

I am looking into having a main navigation link to an external site (screenshot #1) however, when I select the “open the link in a new window” (screenshot #2) doesn’t work and still opens the link in the same tab. Am I missing something or is Epi not working the way it should?

screenshot#1

screenshot#2

Any input is appreciated.