WebView2 automatically close alert after user responds

Question

I have an a WebView2 in Windows Forms. One of the links within the webpage is:

<a href="search-ms:crumb=&amp;crumb=location:C:%5CUsers" title="" target="_blank" class="img-Lazy-warp">Open Users</a>

This causes a window to open:

When the user clicks on 'Open Windows Explorer' the window 'Untiled - about:blank' remains open.

Is there a way to close it?