Hi, I'm also having this problem and I have a suspicion about why it's happening.
I installed the plugin and was testing it out by looking at my real time GA stats as I clicked various external links on my site. I found that links opening in a new tab did get tracked, while links that opened in the current tab did not get tracked.
I suspect this is because the tracking js does not have time to fire before the user leaves the page. This issue is mentioned in the download/external link tracking solution given here: http://www.blastam.com/blog/index.php/2013/03/how-to-track-downloads-in-google-analytics-v2/. Their solution adds a 400ms delay to links opening in the current tab so that the tracking code has time to process.
That being said, I haven't investigated this plugin's code real thoroughly, so it's just a hunch.
Hope that helps - other than this issue, this is a pretty slick plugin.