Some websites do not allow their site to be shown in windows where the domain is not their own, such as in a lightbox.
Browsers respect this choice, and this is when items imported by WP RSS Aggregator may not display correctly when the link behaviour is set to open in a lightbox.
This is a security feature implement by some websites. The intentions vary, for example, a payment gateway website may do this in order not to allow scam websites to embed PayPal on their sites in any way.
This is a limitation put upon our plugin by the source sites, and as such, there is no way around it. The wishes of the source sites are to be respected accordingly.