Very true, this is especially a bugbear of mine when browsing on iPhone. All too often I have eight tabs open that I'm meaning to get back to. Then I click on a link (or accidentally click an ad) and my heart lurches as the link opens a new tab, so Safari very helpfully destroys my oldest tab and I lose whatever was there. I've noticed quite consistently that this behavior comes with sites that just want to keep you on there, so they open external links in a new tab, usability be damned.
I hate that too, and here's a way to get that tab back: wait for the new page to load, and then the back button works, taking to back to the not-exactly-overwritten page.