It happens in all of them, but to give a concrete example, if you go to see this answer and click on the image to take a closer look, we are automatically redirected to a new URL, specifically to the image's URL.
Particularly for me, this behavior is quite annoying, since it forces you to navigate back to return to the question/answer.
I imagine that there's a good explanation for not using another type of "tool" to display images, but I really think that it is something that could be improved/changed.
(Originally from "¿Por qué las imágenes en las preguntas no se abren sin tener que navegar a otra URL?". I'm posting this here since it happens on multiple sites in the network.)