I have Kagi set up so that links open in a new tab, and kind of rely on that. (I have a pinned Kagi tab that I use all the time.)
However, when I use a bang (I just found this with "!w magonia" to look up an odd bit of history), the new page opens in the same tab, replacing Kagi.
This one's obviously subjective, but when I have "open links in new tab" set, I expect that to apply to all links, including bang results. Opening in the same tab reduces the usefulness of bangs for me.
It might be too late to change this behavior (people might be used to it), but in that case I'd request adding an "also open bangs in new tab" setting.
Thanks!