I think it would be happiest for all involved if the Report bug link took
you to an intermediate page or dialog or whatever that makes sure people
know that they are going to an external site. There are a couple different
motivations for this:
1) Pretty much everywhere that uses Review Board is going to have
occasional internal problems or requests specific to their installation.
Many of those places will have their own bug trackers. It should be made
clear that if people are having "internal" issues they should report them
to the admins for their Review Board. (Yes, it's not always obvious to end
users whether every problem is specific to their installation or a general
bug, but part of the point of having admins is that they can make those
determinations and push bugs out as appropriate).
2) From a corporate perspective, having an internal web application
(especially one with potentially confidential information) that directly
links to an external webpage without making it really clear what's going on
is bad. Yes, I know there are a couple warnings on this site to try and
mitigate that, but something stronger is required. This is probably
something we'll need to add a customization for if it isn't supported directly.