Bug 305258 covered this case for the link element, but there are still situations where a taskbar item for the new window is not created. In particular if you install the bugmenot extension (http://www.extensionsmirror.nl/index.php?showtopic=566) and view it's about box and click on the link there, the new browser window has "Extensions" as it's taskbar item. Bug 305258 comment 13 suggests that this should be a bug.
Maybe this is related to/a duplicate of bug 256555?
Any further word on this bug?