In my experience there's already a commonly used icon for external links [1] but it's not this north-east arrow, it's the arrow-out-of-the-square icon.
I don't know why it happens, but it reminds me of this feeling I have when the ai doesn't really know what it's doing: does one thing, then another one differently and when confronted: "Ah you're right, I just was just guessing, now I can do the correct thing".
[1] https://ux.stackexchange.com/questions/107823/is-there-a-com...
That icon, at least as I've used it and seen it used, isn't necessarily to denote an external link; it's to indicate a link with a _blank target that opens a new tab. It's a hieroglyph for "open in new window".
Yes, that icon is more familiar to me also. It's also frustrating that some design guidance is now to make hyperlinks otherwise undecorated, such that even site-internal links need an icon. Please give us back underlined text with colors to distinguish visited versus unvisited.