Enrico, I thought my previous answer explained you everything.
Single page is single page, there’s nothing more to open – if you had multiple single images in one page and the plugin option enabled it would be displayed as one gallery. But you have one image on page – to get another images you have to go to another page, where you have one single image.
There is nothing to creat a gallery from.
You could the described effect but youd have to:
1. Load your pages via Ajax in lightbox background
2. Update the displayed lightbox and append Ajax loaded images
All this is far from the plugin scope. Try it yourself or hire a really skilled developer to do that for you as this is quite difficult and very specific need.