My suggestion is to make e2 more user friendly for first time visitors (readers), by providing support for real external links that take you directly outside the e2 domain, in situations where the user would definitly expect it.
I understand the concern about this though, as internal links should be promoted as much as possible (I agree with that).
My suggestion therefore is to support direct external links only when they are obviously meant to be external links, and the new reader would expect to be taken there directly.
That is the case when external links are not piped, like this: http://www.google.com/ which ends up looking to the reader like this: http://www.google.com/. In that case, the internal page gives only some less interesting links to "http" related stuff anyway. The first time user can be confused by this, and think: "this link seems to be broken". People reported exactly this after I mailed them about my first write up in E2.
When an external link is piped, I suggest to leave things as they are now.
Examples where the user would expect to be taken to an external site immediately :
This solution was first published by Norman Hardy on his website: http://cap-lore.com/CapTheory/ConfusedDeputyM.html
A list of alternative implementations of E is maintained at http://www.erights.org/e-impls/index.htm.
In these examples, the url itself is part of the information that is provided.
Example where the user would not expect to be taken to an external site immediately :
There are many alternative implementations for this language. (a piped external link)