Most 3rd party Reddit apps supported this, and some other Lemmy apps do as well (e.g. Connect). Using an internal browser is nice because it doesn’t take you out of the app, and also doesn’t store browsing history by default.
EDIT: There are lots of comments pushing back on this…so I want to reiterate that I think this should be an option you can choose, not a replacement for the current behavior.
Please not! I’m happy that any link is opened using firefox so I can have my extensions enabled (uBlock Origin, Dark Reader), but using android’s “custom tab” feature which doesn’t take you out of the app.