Not real sure what your trying to convey. You can scroll through the next previous images but if you click an image it is going to reload the page to the image you selected as that is a different page than you where on so not a bug or wish list. That would be normal operation.
Take this as an example
1934 Ford - PhotoPost Photo Gallery
Scan down to the thumbnail block hit the right arrow twice the photo on the far right is a girl standing in front of a truck you select that photo and you go to that image which is this url
1958 GMC Factory 4x4 Suburban NAPCO - PhotoPost Photo Gallery
I hope that clarifies the operation as you see your on two totally separate pages.