Hello maybe a little late but i have the same issue. I guess its a JS / JQuery Problem caused by a WP or Plugin Update.
I needed to open the Screen Options Tab to enable the option to open links in a new Tab/Window.
I figured out that you can open the Developer Console and find the class: “field-link-target” (find it on the menu-item you want to edit). simply edit the element and remove “hidden-field” now the option on the menu-item is available until you reload the DOM. so check the option “In new Window” or whatever you need and hit save menu.
This is only a option if you dont have hundreds of menu items that you need to edit.
here a screenshot: https://gyazo.com/9b13fb029d73b72477e08bd9f848e876
