FYI you have to have the open in background switched in settingsYou can do the same with long pressing on the link and then it will give you the option to open in background, which is the same. (I like this option if I want to continue on the current page and then look at the link later.) But a simple two finger click is nice as well!
https://www.imore.com/how-open-links-background-safari-iphone-and-ipad
Cool though I didn’t know this was a possibility before you mentioning