After some study of the various ez-page links list locations, I believe the lack of new page jumping in the TOC is deliberate, and probably should not be tampered with. The ez-page itself, where the TOC is located, has an optional prev/next function, and jumping to a new page during that would potentially multiply windows forever - a bad thing. It might be possible to have only direct TOC clicks jump to a new page, but that is more involved than I want to work on at this time.
It should be noted (obvious if you think about it) that clicking an internal or external link in the TOC will take you away from the ez-page system and the TOC will disappear; thus, there is no going back to the TOC except by clicking the browser back button.
This is probably why the internal and external links were originally excluded from the TOC display, whether set for it or not. I needed them to show there for a site I was building, and trust that those who use the mod can handle the ramifications.
If you don't want to risk users clicking away from the TOC, don't include internal or external links in it.
Or else do as I did and build static "TOC" link displays in the referenced internal link pages to replicate the function.