Unfortunately this doesn’t appear to be something for the plugin to “fix” as such. Easy Image Display uses the default gallery shortcode to display images, which helps it integrate with every theme. However, the default gallery markup does seem to have these two line breaks included (you can test this by inserting a normal gallery in a page somewhere and checking the markup, with or without Easy Image Display enabled).
I’ll add “allow custom markup” to the future features list to help avoid problems like down the road. In the meantime, perhaps you can remove the gap with CSS?