I made an example app (attached file) that does not use the _blank constant in the 'Go to URL' plugin, We (David) tested this in the native iPhone simulator the new window does not open. And in iPhone web application we display an alert asking the user to Allow or Disable the popup opening (you must also have the iPhone Safari setting to allow popups of course).
A bug is opened on the subject: #492
I think a better solution in most cases would be to not use the _blank and open the url in the same window, leaving the user still in your application.
Further thoughts on the subject: you can maybe create only an iPhone Web Application and explain to your users add the application to their homescreens by pressing the + button (http://www.apple.com/iphone/features/safari.html). Also I doubt Apple would approve a native application that it's sole functionality is opening a page in Safari.
For best results, use the Firefox browser..