This can be caused by a number of things. From network latency to Web-App bugs to Hana Bugs. There is an option in Hana that will intentionally cause this behavior though.
Hana features a preference to ignore clicks to links to resources outside of the current Web-App. This is a way to force you, the user, to be more disciplined. We leave this off by default, which means YOU turned it on. If it is not working for you, then please proceed to the Preferences window's General tab and turn it off.