It would be nice if the existing tab can be dragged & dropped to create a new Caja window (with the tab moved from the old Caja windows to the new one).
Similarly like it works in Mate terminal.
or every decent browser
as a workaround, you can right click a folder in the current tab > open in new window, go up a level & close your tab on the previous window (well, the code logic would basically do the same thing, open the current path as a new window so the hard part is the tab logic)
i never used tabs in terminal, just tried it, the new window that appeared was tiny & scrolled down a bit, cutting off the text, wtf