The Customize Posts adds post editing into the customizer. It includes an integration so that when the edit post link is clicked in the preview, it will load the customizer section for that post and expand it so that it can be edited, directly in the customizer.

Here's an old demo video (from an early version) depicting this:

All of this to say, if the Customize Posts feature plugin is active, then the opening of edit post links in a new window behavior in the DM plugin should be disabled.