That's a setting in firefox; not chess.com.
To fix it, try going to Tools>Options>Tabs and change open links in new tab to: open links in current tab.
Or just left click on the link; it's a javascript command so it's made to be executed in the window it's found.
I've noticed that when I try mouse-wheel clicking (middle clicking) on the "PLAY LIVE CHESS" link, it opens a new tab (I'm using Fx3) that says "javascript:openLiveChess();".
Could you change that button to a normal link, opening a new window when you left click on it but allowing middle clicking?
That would be greatly appreciated.
P.S. I made this picture in appreciation: