This has to do with the default settings of the Sanitize Specs. which is a setting that cleans extraneous html code from posts. One of the pieces of html that it cleans out of the comment post is the "a href target" instruction in a html link.

To fix this problem, go to your MT administrative interface. Chose weblog config from the left menu, then once that page opens choose the preferences link from the top of the page.

About halfway down the page, you'll find a setting option for Sanitize Spec: for which you may choose "Use defaults" or "Use my settings: _____".

Simply choose the radio button "Use my settings", then add the text:

a href target

into the text box. Save. Rebuild.

What you are telling MT to do is to continue to sanitize the posts, but don't get rid of the sequence "a href target". In the same field you can include other bits of html code that you would like to preserve from the sanitization process.

Yay, one little problem fixed!

I found this fix thanks to information provided on the following pages:
WeblogConfigSanitizeSpec
MT documentation on the setting