I made a userscript so that external links would open in a new tab.
http://tilde.club/~gg/world2ch/world2ch.external-links.user.js

There's probably a security-related reason a lot of sites don't like to be contained inside frames anymore. The outer frame can probably dig into the contained page and steal all kinds of juicy info.
https://developer.mozilla.org/en-US/docs/Web/HTTP/Reference/Headers/X-Frame-Options