[issue details] Confusing modal text re: following links
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Description
This may apply only to us (who else's events would have links to other Sentry orgs in their data?), but I recently ran into this, while trying to debug a grouping thing:

I wanted to go to the URL of the issue, to see the data that was getting processed and causing a problem, so I clicked on the URL tag, and was confused by the modal's message. At first I thought, _But I'm not - that's still Sentry!_ but then I realized that actually, it _sort of_ is external, in that I am laving _our_ Sentry to go somewhere else. I wonder if we could be a little more granular in our messaging ("you're going to a different org" or something) when the URL in question is still a Sentry one.
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