What is the best way to display large images?

Currently, my site creates a small thumbnail for each image. If the user clicks on a thumbnail, they are shown the full version of the image in a new tab.

Some pages can contain multiple images that are 100KB - 200KB in size. Because of this, I'm hesitant about showing the full resolution version.

Example of how they are currently being displayed on desktop:

However, SEMRush's audit tool is constantly warning me that "X resources are formatted as page link". According to them:

We detected that some links to resources are formatted with HTML element. An tag with a href attribute is used to link to other webpages and must only contain a page URL. Search engines will crawl your site from page to page by following these HTML page links. When following a page link that contains a resource, for example, an image, the returned page will not contain anything except an image. This may confuse search engines and will indicate that your site has poor architecture.

If this is bad, then how should large images be displayed? I notice that Wikipedia does something similar by only displaying thumbnails that link to larger versions.