It's not that easy I think. Some options:
- (bad) edit the javascript inside the widget (which will be overriden by any widget update in the future)
- (better) post a feature request to support this in the widget configuration
- (workaround) if you show the html inside Mendix, add a HTMLSnippet with a little javascript to loop over "a" tags within the tinymce viewer and use setAttribute("target", "_blank")