In the Extra Theme, featured images displayed on posts link back to the post itself. If you would instead like the featured images on posts to link to the image itself (i.e. the full / source image), you can do so with the following jQuery code:

  $('body.single-post a.featured-image').each(function(){
      $(this).attr('href', $(this).find('img').attr('src'));

You can add this to the theme by pasting it into "Extra > Theme Options > Integration > Add code to the head of your blog", after anything else that is in there.