Where are you putting this expression exactly? Normally to add a hyperlink you put a Textbox on the report and set the URL using the Action
section. That doesn't allow you to change the link behavior. The link behavior is determined by the client. For example while in the designer it'll open a new tab but in Report Manager it'll open in the same window if I remember correctly.
The only way I've seen to get it to open in a different tab is to use Javascript. Here's one possible approach.
="javascript:void(window.open('url', '_blank'))"
But you should test this to make sure it works and it might only work in a web app.