Your RESPONSIVE template is only a small part of making your site RESPONSIVE.. Appearance modules like this one are not going to be RESPONSIVE just because your template is RESPONSIVE..
So to answer your question, the lightbox module is not RESPONSIVE so it doesn't adjust itself at different media queries.. and unless someone comes along and either makes this module RESPONSIVE or at least MOBILE ENABLED then you will get the result you are reporting.. Dunno if when this will happen.. If you really need this corrected, then you can seek the services of a developer to help make the necessary changes to this module that you require..
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