Forcing Documents to Open in Another Window

I recently upgraded my SharePoint site to SP online. A request has come down to see if there is a way to force documents to open in a new window rather than the main window of the site. This would be for PDFs and office docs. This is because documents open in the browser using office online or the browser integrated PDF reader rather than the client application. The issue results from users closing the document and wondering "where's the site? Oops. I closed the document and thus the site."

I read somewhere that we should not monkey with the master pages in SP online because when Microsoft adds new features to the online experience, customization may be lost. If this is not the case, let me know.

That said, to try and get this working… I did add some JavaScript to the master page and it only works partly or in certain places on the site. What I mean is that if I have a link to a document in a content editor web part, I get a new window. If I have a link to a document in a document library, I get the same window.

MY Javascript:

window.onload = function WindowLoad(event) {

   for(var i = 0, l=document.links.length; i < (parseInt(document.links.length) +1) ; i++) {      var e = document.links[i].href;
      ext = ".doc";
      pos = e.indexOf(ext);      if (pos > 0) {         document.links[i].target = "_blank";
      }      ext = ".docx";
      pos = e.indexOf(ext);
      if (pos > 0) {      document.links[i].target = "_blank";
      }

      ext = ".xls";
      pos = e.indexOf(ext);
      if (pos > 0) {         document.links[i].target = "_blank";
      }

      ext = ".xlsx";
      pos = e.indexOf(ext);                
      if (pos > 0) {      document.links[i].target = "_blank";
      }

      ext = ".ppt";
      pos = e.indexOf(ext);                
      if (pos > 0) {        document.links[i].target = "_blank";
      }

      ext = ".pptx";
      pos = e.indexOf(ext);      if (pos > 0) {         document.links[i].target = "_blank";
      }             
      ext = ".pps";
      pos = e.indexOf(ext);                
      if (pos > 0) {         document.links[i].target = "_blank";
      }                
      ext = ".ppsx";
      pos = e.indexOf(ext);

      if (pos > 0) {         document.links[i].target = "_blank";
      }

   }
}

The script runs when the page loads and loops through all the links on the page and if it finds a link containing document extensions, sets the link's target to _blank.