Update: Click the photo to move to the next photo...

The last photo in a gallery is not linked to anywhere.

You can always continue using the "Previous" and "Next" buttons above the photos, but based on your feedback, this will make it easier to navigate through the gallery.

What about the "Add My Face" feature?

You can always click directly above the photo, marked "Are you in this picture? Click here" to enable the "Face Finder" tool. Click "Cancel" to disable it.

When the face finder tool is enabled, clicking the photo positions a movable box on top of the image, which you can save with your name for others to see.