By default we open mail links in the browser. If requested, I am sure we could add the option to open it somewhere else, but that has not been requested so far. There is significant benefit with having the two integrated.
You will find we have a lot of useful functionality in there. You mention keyboard commands. How about T to view a thread? E to view a contact? Besides the normal keyboard shortcuts. In fact you can tailor them to your own liking. G to mark a mail as read and jump to the next unread one is a personal favorite.
We disable third party content by default.
We have a very effective search solution that allows you to find any mail inside seconds. Means you can spend less time moving mails around.