I feel like that's probably by design. If you were in a session and clicking links, the assumption is if you're in the container already, you'd want to remain in the container. I don't disagree it would be nice for you to be able to specify domains per containers, but yeah, maybe that'll come in the future..
It's definitely by design, since the containers are meant to segregate accounts (e.g. a company container and a personal container), but a second mode would be useful since many people are using them for per-site isolation.
