Okay so I did some reading, and it turns out the arcade blocks any external url on purpose for security measures.
Currently the Arcade only supports the built-in plugins and behaviors, except for the platform specific plugins (like the Windows 8 object). Also, the Browser object has limited features on the Arcade: any actions which can navigate to a different page are blocked for security reasons. Currently all third-party plugins and behaviors are not allowed. We'll be looking to improve this in future by adding more support, but each plugin and behavior must be carefully reviewed first to ensure the Arcade remains a safe and secure place to play games.