@cpking this is now also happening to me, starting from Opera version 122.0.5643.92. Right now, using version 121.0.5600.50, and it works as expected, with Alt+Enter opening a new tab and browsing to the requested URL. I've blocked the updates until this is solved.
Opera Browser 122.0.5643.92 x64
Windows 11 24H2
Standalone Install (USB)
No extensions loaded