If I am reading a blog article on my community, or if I've started typing a post or a response in a browser tab, and I get a push notification for example that someone sent me a message, then when I click the notification, the page I was reading or typing in reloads with the content of the link in the notification. That means I lose track of what I was doing in that tab, or I lose the text I was typing.
Instead, I wish it would open the notification link in a new tab.