When you create a new Terminal window it will launch a new shell that logs into the local machine. This happens when you create a new window or a new tab.

There is no way to have the shift-command-K behavior open a new tab, but you could possibly create the tabs and then manually use "ssh username@domain" to connect for each tab instead of the "New remote connection" window. This would have you using only command-T, but would be cumbersome in having you enter SSH parameters yourself.