However, I expected to be able to click on the displayed image and be taken to either a media page or the full size copy of the image. Neither happens, it seems that clicking on the slideshow images is disabled.
Slideshows currently do not include any links to Media Files or attachment pages. I understand your frustration though. The Gallery options can be confusing because you are able to choose where each image will link to, although the slideshows do not offer this option. We’ll work on fixing this problem in a future Jetpack release.
Thank you, I’ll keep watching out for the fix.
As a work around I’ll use the tiled galleries – though they take up a lot more screen real estate.