As Iddee stated, it is dependent on the image hosting.
Images are not stored here in the forum as they take too much disk space and it can become very costly to the forum. So images that show in the forum are actually just linked from an offsite image hosting firm (ImageShack, PhotoBucket, PostImage, or even members personal sites). Some of these hosting firms have album view capability (what you are looking for) and some do not. We have no control over how these hosting firms display photos to users. So it comes down to what image hosting a member chooses to use when sharing photos.
I can say, that our forum software does allow linking to full sized images if a member chooses to do so, this eliminates the need for any new window to display full size images.