Lightbox doesn't work on mobile phones
A lot of mobile phones have limitations about showing iframe content. Some of them won't show them at all, so you would see just an empty lightbox, while others are simply opening up the links. This can result in having the links opened on a new tab. If you are using videos, like Vimeo or Youtube, then mobile phones are trying to open them up using Vimeo/Youtube applications, just if you don't have them installed on the phone, you can see as nothing happening and this will be the problem at you. You can disable the "Lightbox - Mobile - Open embeds on new tab" at the Global settings which would make your phone open up the lightboxes in the original way, but then you will have the problem described before. Sadly we don't have control over phones trying to use applications, so currently these are the options you have.