With https://forums.opera.com/topic/83544/opera-notifications-appear-but-clicking-results-in-blank-new-window, the new window just showed the start page and didn't navigate to the URL for the notification. A bug (DNA-121271) was filed for that, but it was eventually dropped because things just started working again in Opera 118 and 119.
However, that only addressed the issue of the URL not loading in the new window and not the fact that it opened in a new window instead of a new tab in the current window.
Do you know when this started happening for you?