tl;dr Contact Sitecore Support, mention ticket number 441249 and install the update package they send you.
I originally noticed this bug in Sitecore 8 update 2 (rev 150223). Unfortunately due to being too busy I didn’t have time to blog it. A conversation on twitter earlier today I noticed other blog posts on the same issue, but they did not provide a full fix for the issue. As far as I can tell from the release notes this is still an issue in Update 5 (the current version), but I haven’t tested or confirmed this.
We have a several templates with General Link fields on. The options for the Target droplist presents: Active Browser, Custom and New Window. There is no option not to select something, Active Window is selected by default.