This is a classic symptom of using the plugin with a theme with AJAX navigation. It is also known as animated page loading. JIG only loads its scripts when they are actually needed by a gallery on any given page. Then the required scripts are loaded in the footer. In an AJAX setup, the content with the gallery is loaded after page load. The original page you opened the site on, might contain these scripts but only if there was a gallery on it in the first place. So it's best to load the scripts always:
- Go to JIG settings > General tab > Advanced > Conditional script loading and set it to No - Unconditional, loads all scripts, supports AJAX / dynamic loading / animated page loads without refresh - which will solve the problem.
- Please also take a look at the Scripts to load when using unconditional loading and tick only those you actually use, this increases performance. Mind you, that the plugin uses a different lightbox for mobile devices (PhotoSwipe 4 by default).
Another way would be disabling AJAX or animated page load in the theme's settings, if provided.