I am not sure since which version this problem occurs but when I click on the image then, instead of downloading the original, it opens the image in "slideshow view" (colorbox?).

If you don't need colorbox at all then simply disable the colorbox_js plugin.

Hmm... If I uncheck image.php in colorbox plugin settings then I am not able to start slideshow from this image (the link disappears), but slideshow itself works.

Don't know which theme you are using but maybe there is a theme option to enable/disable colorbox (the zenpage theme for example)

Solution found
https://github.com/zenphoto/zenphoto/commit/62451f9388dce8a2793c743556a393a0b2023487

And pull request is present as well
https://github.com/zenphoto/zenphoto/pull/1002

You find info about filters here: http://www.zenphoto.org/news/zenphoto-plugin-architecture/