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I actually just noticed this the other day. If I have posted more than 1 picture, and they're clickable, it reads "1/1" in the top left corner. I was actually pressing the right arrow on my keyboard expecting the next picture to appear.
For embedded images and uploaded images that are shown in full, the overlay only shows one image and you have to click on another image to see this in the overlay. However for thumbnails you can see all of them without leaving the overlay.
This if functionally the same as XenForo 1 except that the embedded and full size images are now using the overlay rather than just expanding on the page. In XF1 you could not use arrow keys to love to the next image, unlike with thumbnails using the overlay.
Arguably the full size uploaded images should behave the same way as the thumbnails, allowing arrow use to move between them. There may (or may not) be programmatic reasons why the embedded images behave differently.