He means it's not your decision whether links open in a new window or not. It's the user's decision. The W3C seems to agree with this, since XHTML 1.0 and higher have explicitly removed pretty much any way of forcing a link to open in a new window. Since IPS likes IPB to validate against the HTML and CSS spec, they don't really like the "open in new window" thing. That said, there is a feature to enable links to open in a new window which uses a piece of javascript hackery, but personally I refuse to use any site that turns it on.
Of course, on a complete tangent, I'm not sure whether he misunderstood you - I notice you said something about ACP links. Do you mean the "login to ACP" link in the black mod/admin bar at the top of the screen? I'm going to say I prefer it as is. If I click it, it's because I wanted to visit the ACP to the exclusion of the board. If I middle click it, then I wanted it in a new tab. If I control click it, I wanted it in a new window. If they set it to open in a new window, it actually removes options from the user/admin as they can no longer opt to open it in the current window. So that's a big "-1" from me to that suggestion.