I use the Bookmark Bar, but not tabs, so I'm not much help either. But I'm seeing what the OP sees. If I command-click on a link in the Bookmark Bar, it opens in a new tab. If I command-click on a folder in the Bookmark Bar, it opens all of the bookmarks in that folder in separate tabs. If I first click the folder to bring up links inside it, then hold command and click on the desired link, it opens in the current tab.
It's not the way I do things, but I can see how it would be frustrating if you wanted to do it that way. Not sure if there's a reasonable workaround other than d wade's suggestion of opening the new tab manually first and then clicking on the link...a pain in the patootie.