Normally, in Chrome, control-clicking on a link opens that link up in a new tab.
When this is done on a link in the notifications, PMs, or bookmarks menu at the top-right of each page, however, it does two things:
1) Opens up that link in a new tab, as expected
2) Follows the link in the current tab, which is not expected
The settings menu works as expected. Middle-clicking, which in most cases has the same effect as control-clicking, works as expected (opens up the link in a new tab, leaves the current tab alone).
Pretty minor issue, but this is the only website I see this happening on.
Chrome 57.0.2987.133, Windows 10
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For me (Chrome 57.0.2987.133, Windows 10), middle clicking on the list element itself has no effect. Middle clicking on one of the actual links (the sender's name and the word 'message'), works as intended.