Tell them to use middle mouse click for new tab :D.
Now seriously, the edit link is generated in the method Mage_Adminhtml_Block_Catalog_Product_Grid::_prepareColumns with this code:
$this->addColumn('action', array( 'header' => Mage::helper('catalog')->__('Action'), 'width' => '50px', 'type' => 'action', 'getter' => 'getId', 'actions' => array( array( 'caption' => Mage::helper('catalog')->__('Edit'), 'url' => array( 'base'=>'*/*/edit', 'params'=>array('store'=>$this->getRequest()->getParam('store')) ), 'field' => 'id' ) ), 'filter' => false, 'sortable' => false, 'index' => 'stores', ));
if you make the actions section look like this
'actions' => array( array( 'caption' => Mage::helper('catalog')->__('Edit'), 'url' => array( 'base'=>'*/*/edit', 'params'=>array('store'=>$this->getRequest()->getParam('store')) ), 'field' => 'id', 'target' => '_blank' ) ),
You should get it to open in a new tab.
But don't edit the code. Just rewrite the method.