Hello Josh Lewis ,
Sorry for late reply to this,
I have checked in our local, actually that was default behaviour regarding this when you click the album from your profile page, so it will show the pop-up and you can click the album from here -> check my screenshot below.
If you would not like this show pop-up first, you can open this file
JoomlaFolder\media\com_easysocial\apps\user\albums\themes\default\widgets\profile\albums.php
// Remove this LINE 33 - 35
<?php if ($album->cover_id && $privacy->validate('photos.view' , $album->cover_id, SOCIAL_TYPE_PHOTO, $user->id)) { ?>
data-es-photo="<?php echo $album->cover_id; ?>"
<?php } ?>
Hope this help.