External Links

The new version of Google Sites does not offer the option to remove the URL redirector. Google does not monitor these forums so please make sure you send feedback to Google to make your feature requests and bug reports.

The reason it's there is to protect your visitors from malicious web sites, and on the published site no one will really notice it happens as it's completely automatic (if you're trying the link from the editor you have to manually follow the link).
Google Sites always opens external links in a new tab (unless the link is on the navigation - you can choose if a new tab is used).  

From a post by Steegle:

https://support.google.com/sites/thread/14189690?msgid=14200257