Hello,
The plugin attaches lightbox automatically (depends on configuration) to image galleries, post images, PDF and video links, etc. The page which you provided contains only the image without link to original (large) image so the lightbox is not attached to it. It seems when you added the image to the post via "Add Media" button, you set "ATTACHMENT DISPLAY SETTINGS -> Link To" parameter to "None", change it to "Media file" and the lightbox will be attached if "ARI Fancy Lightbox" plugin is enabled and "Integration -> Images -> Convert links to images" parameter is enabled on "ARI Fancy Lightbox" page.
Regards,
ARI Soft