Same issue here. I'll try to explain what I have found out so far:

The moment I click on a magnet link, the page closes. However I've noticed that this only happens in 'secondary' tabs.

Meaning that if you surf to a website, it is a 'primary-level tab.
If you click on the middle mouse button on a link on that page, it'll open as a 'secondary'-level tab.
If you open the new tab by right clicking and then choosing the option 'open in a new tab', then that opens another 'primary'-level tab that won't close by clicking the magnet link.

(The new option to automatically create tab-islands is also not the cause of the problem, as disabling did not help. neither did any of the other settings that looked like they could have some impact.)

I have however not found the option to enable opening exclusively 'primary'-level tabs by clicking the Middle mouse button on a link though.

That would solve the problem, so if the Opera devs could be so kind to include (or reverse the change) in the next patch, that'd be great.