Yeah, I know that. But I don't know why Gmail doesn't set it.
Google probably assumes email is closely tied with browsing.
I think I click a link in ~5% of emails I read.
And even in that 5%, the time it seems to take for it to exit a full-screen HTML5 app and load Safari seems to be about the same as the time as it takes for a new tab to open when I open a link in the Gmail app (already in Safari).
If only there was some way to run two applications at once...