I can't get this working from the History menu, but it does work if you use the history sidebar (shift+command+H or View > Sidebar > History). Hold down the command key when you select an item from the sidebar and it opens in a new tab.

You can middle-click an history link to open the link in a new tab, just like you can do with other links and some (context) menu items. This also works with the Back and Forward tab history. You can hold down the left mouse button on the back or forward toolbar button to open the drop-down list.