"That's not correct: links -and that includes images- can be set to open in a new window."
Opening a new window means either a new tab (if the browser supports it) or a new window (same size as where it came from?) opens. In either case the reader "leaves" the blog and his or her attention is drawn away in a way I don't like.
The general question is: Why does wordpress.com not support de-facto standards like Lightbox?