Now that's a good question !!!!!
Here are a few theories...
It goes beyond trades, but we'll start there. I like new windows cuz some sites will manipulate the back button and make it difficult for the surfer to return to your site. Plus, this way your site is always on the surfers desktop, no matter where he clicks on your site he still has a window with your site on it. This also makes it easier for a surfer with a slow connection when you have a huge site.... especially sites with massive link lists. If you open a site in the same window and then the surfer clicks back your site will have to do a little loading. Sure, it's cached now but there is still a bit of a lag for slow connections. It used to bug the hell out of me when I was just a surfer
The other side of the coin ... well, some sites hate to be opened in a new window cuz it makes it possible for you to manipulate the window and possibly cheat the trade. Also, surfers are so used to the big guys like Hun & worldsex opening galleries in the same window that when they come across a site that targets new, they get annoyed and leave.
I hope that helped a little... I know there is a lot more ways to look at this and I'm sure we will hear them real soon.