Thank you for replying.
I am in the newest version of Calibre, 6.26.0. I think the setting is broken in this version.
https://drive.google.com/file/d/1A_9...ew?usp=sharing
After changing the option, the highlight links still open a new viewer. Not only that but even clicking on a book again from the library manager also opens a new viewer.
I have restarted Calibre and even restarted my PC but haven't found the behavior that option is supposed to change.